darkes: I searched the registry for 'ActiveXCache', and found several entries. The entries indicated that it was indeed storing the files in the default Downloaded Program Files folder...hmm I'm just still stumped as to why they aren't appearing...

Someone suggested that I download a program called "Hijack This!" from http://www.tomcoyote.org/hjt/

Are you guys familiar with "Hijack This!"? If so, is it reliabe and safe to use?

Thanks again for all of your help! Can't tell you how much I appreciate it!!!!!