Then it was probably still deleting all of the files in your IE temp directory... I'm using IE 6. 0 and the clear History works for me. But I've got it set for check for new versions every time, because I do some web developing. I can't cache anything, it is way too confusing.
I have administrative rights on the machine that I am working on. If you don't, you may not be able to delete the files you want to delete. Are you logging in as a regular user or as a user with administrative rights? Do not log in as administrator as a regular thing. Log in as an administrator, use Administrative Tools in Control Panel to get to Users and Groups and grant yourself administrative rights as a user. Then log out as administrator and log in as yourself. You should be able to delete the files you want to ditch now. If you have to create a user account for yourself, it will be a lot like you are using a new machine. Nothing will be set up for you, you'll have to set everything up all over again.
Advantage to that is that you can set passwords on your accounts and grant rights to things based on which user you are. You can lock down your kid's accounts and leave yours able to go wherever. You can keep your files private, too.
Jean