I had a few problems with going to internet-options and cleaning it out. The Directories like Content.IE5 and Content.MSO were NOT deleted. And the files in there either.
Here is another temp internet cleaner that I looked up for you, it looks good, but you'll need Win XP to use it. I don't know if it will work on other Operating systems.
http://www.majorgeeks.com/download4122.html
As for manually deleting stuff:
In Win9x/ME go into c:\windows\temporary internet files and delete all files. I did it multiple times and my pc still works.
I'm not familiar where the temp files in winXP are though
In Win2000 go into c:\documents and settings\*name profile*\local settings\temporary internet files\
If you don't see it you need to go to Tools-->Folder options-->View-->show hidden files and folders
To see and to select the directories I talked about earlier you need to click the Plus (+) in front of the temporary internet files directory in the left handside frame.
I hopes this works out for you.