This one is rarely done as the 'show all files' tab in folder options (control panel)is unticked by default.
Tick it and go to C-documents and settings-and click on each user-cookies and dump all the files within (there may be none saved as they sometimes are oput in the local settings). Then go back to the user and go to local settings. There will be 4 folders. Delete verything in history-temp and temp internet. The history files may show as a number of days, there is no need to open them, just select 'all' and delete all the days...they will be rebuilt.