Try cleaning your temp IE folder. If you are using IE6 (from memory) it's tools/internet options delete cookies and delete files.
If you're using IE7 tools/internet options and select either delete all or any of the options that are listed.
If you have particular cookies that you want saved for passwords etc. try to memorise them before deleting cookies otherwise you may need reminders from those sites before you can access them again.
I have heard several people recommending CCleaner. i don't use it but if you do asearch on the site you will find a link.