O2, Firefox's temp internet files and cookies are stored in a different location than I.E..
As for other browsers, it depends on the browser, as some browsers integrate with I.E. and store temp files and cookies in the same locations as I.E.(Avant, Slimbrowser, Maxthon to name a few).
The latest version of Netscape uses a different location than I.E.(it's basically Firefox with knobs on now).
I would imagine Opera uses a different location, but as I'm not familiar with it, I couldn't say this with certainty.