it's a conspiracy, they are watching you
want to see something really interesting?
execute this command from the start->run prompt

edit "%HOMEPATH%\Local Settings\Temporary Internet Files\desktop.ini"

you will see a two line desktop.ini file, with a uiclsid value on the second line
add a negative sign "-" infront of UICLSID on the second line so that the second line starts like this

-UICLSID={....

alt->file->save, then exit

to view most of IE's temporary files
then start->run->
"%HOMEPATH%\Local Settings\Temporary Internet Files\"

After doing this Internet Explorer will still work exactly as before, but now it will actually show you all of it's temporary files, grouped in Content.IE5, Content.MSO, etc.

Sad part is that IE tracks even more of your web surfing statistics and web sites visited, to access the rest of the files, you need to boot from seperate media as windows will hide them from you and not allow you to access them. That process is quite long however.

Try making a new folder anywhere labeled CON