Go to your control panel. Open up Internet Options. It should open up to General. You will there see delete Temporary Internet files about halfway down. Click Delete Files. Click Delete cookies.
Then open up settings. Now there is the complete way, and the safe way.
Either way, first open up "Veiw Files"
this should open your cache. next click on a picture above the open files called Folders. this will show you the folders. click on Temporary Internet files and see if there are any subdirectories/subfolders. If there are...delete them. Persist in deleting them even if it requires a restart and disconnect from the internet and not opening IE first.
Next comes the choice of a complete clean or a safe clean.
Now that your Temporary Internet files is cleaned, click on the View Objects. This will show you programs installed to run with your Internet Explorer.
To do a complete clean, delete EVERYTHING in this directory. This will ensure anything running with IE in either the Temporary Internet Folder and the Windows/Downloaded Programs files are gone. The downside to this is that it also will delete programs that were installed and ran on your machine before such as the quicktime interaction with the browser, the realplayer interaction, the shockwave/Flash macromedia and other programs. You will have to redownload, re-enable them after you have cleaned the system.
A safe way, can only be done if you know which programs do what. Some of these should be obvious...such as Quicktime should be labeled if you have been using it in your browser (now if you have 2 or 3 installed, then you may have some questions and problems). Keep the ones that are safe, and delete the rest.
The final step is only as a maximum harshness. There is a file that may be called hosts that is connected to your IE program. It is used to record TCP/IP addresses. Typically this won't matter, but in some instances, it will store a bad address and be a key in to a trojan, causing you problems. Clean this file by either deleting it (which may or may not have adverse effects), or deleting all IP addresses. This file IS NOT the DRIVER file, and if it is in the DRIVERS folder or any thing related to it, you should not open it. I think it is in the IE folder in Win9x and in a folder that is called something like I981 or something like that in XP. Be very careful however, as if you mess with the wrong one, you can screw up your drivers.
The hosts file can be opened with Notepad or Wordpad, and can be saved again, or should be able to be saved again, and the extension restored as you see fit. Make sure the "always use this program to open this file" chioce is NOT clicked in the lower left hand side of the box asking which program to use to open it with. You will know that this is the file you seek if you can read what is inside, and it lists internet addresses.
This is one way to clean up your Internet browser and the Files saved in it. Hope that fully answers the question.