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Internet Options in Control Panel or via the Tools menu in Internet
Explorer. Disk Cleanup will also address these files for you. And IE has a
setting to clear the TIF folder when you close the program.
The actual location of the folders are:
Documents and Settings\<you>\Cookies
Documents and Settings\<you>\Local Settings\Temporary Internet Files
The Local Settings folder and its contents are hidden. Use Folder Options>
View to make the change to show hidden folders and files.