I should probably explain the last post, since I don't know
who might want to poke around with it.

HKLM is a shorthand for HKEY_LOCAL_MACHINE.

Start - Run - and type Regedit, hit enter.
Be very careful about making unintended changes here.

Regedit works just like Win Explorer, navigate to the
"Key" you want, in this case

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\ CurrentVersion\Explorer

It is recommended that, with "Explorer" highlighted,
you click on File - Export, and put a copy of this key
somewhere safe, just in case. It should have the file extension .reg automatically, but you need to give it a name.

If the MaxCachedIcons isn't there, you'll need to create it, using Edit - New. Note that after you create the "KEY" you should also use the Edit-New clicks to create the DWORD Value.

When you're done, you need to save the changes, before you quit regedit. It's suggested you reboot after you close regedit.

If something comes back messed up, you can restore, the key you saved by simply finding it with Win Explorer and double-clicking it. This will not remove a KEY that you added after the save, so you have to go back and hand-edit to remove the new one if it's messed up.
If there is no KEY defined in the Registry, there ,is a default value for the maximum space the cache is allowed to use. You add the key with a larger value to permit Windows to use more space.

Ask a GEEK, if uncertain, although Registry changes are sort of a fact of life. Nothing to be, afraid of, but do proceed cautiously and methodically.

John