You can do this manually by going to C:\Documents and Settings\<user
name>\Cookies, and while holding CTRL, click on the couple of cookies you
want to keep, click Edit...Invert selection, then File...Delete.
The page for IEClean works fine here now. None of the programs I mentioned
is freeware.
You could Google "freeware cookie manager" - for instance: http://www.snapfiles.com/freeware/security/fwcookiemanager.html.
Some freeware apps have the feature where you can designate which cookies to
keep when running the cleaner, some don't, so you'll have to check.