For IE you should do this:
In IE: Tools -> Internet Options, then click Delete Cookies, Delete Files (be sure to check Delete all offline content in the confirmation pop-up), and Clear History. It sounds like you've already done these things... the Internet Options window is the same one that comes up when you go into Control Panel and choose Internet Options.
Now clear out the following folders:
- C:\WINDOWS\Temp\Temporary Internet Files
- C:\Documents and Settings\<your userid>\Cookies (if you've done the above steps, this folder should be empty except for a file called index.dat)
Do you want to get rid of your favorites list too? If so, in IE go to Favorites -> Organize Favorites and delete them. Favorites info lives at C:\Documents and Settings\<your userid>\Favorites
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