I use IE-CookieView to purge my cookies regularly.

It doesn't always clean them all out - so I also use EmpTemp, which cleans all sorts of 'temporary files' as well - especially those markers that allow MSIE to 'remember' that you have visited a page recently, as well as any other files with any specified extension in any other directory that you specify.

I got them off the web from sites specialising in freeware downloads.