There are two reasons some people don't like these file stored on their hard drive. First and foremost for privacy reasons, and second because it can consume a lot of space.
You can manually clear the cache from the Tools menu, by selecting Internet Options. Then on the General tab, pressing the Delete Files button. You can also configure IE to automatically clear the browser cache when you exit the program.
- From the Internet Options dialog, select the Advanced tab.
- In the Setting listbox, under the Security section, check 'Empty Temporary Internet Files folder when browser is closed'.
- Press the OK button.