The easiest way we at GOT NERD have found to remove Temporary Internet Files, History Files and Cookies, is to clear them from Internet Options.
The following instructions are for Windows XP and may vary depending upon how your operating system is setup.
Click on Start > Settings > Control Panel
Once in Control Panel, double-left-click on the icon for Internet Options. (If you do not see an icon for Internet Options, look on the left-hand side of the window for an option called Switch to Classic View)