Minor screwup with the italics above. My excuse is a new fancy keyboard that came with my new machine - and that I'm about ready to DUMP.
Windows will let you right click the file and look at properties. In all probablility, these will show the "hidden" and/or "system" boxes grayed out, indicating that "you're not supposed to be able to change them." You likely will need to set your view properties to show hidden and system files in order to get a full report.
If the files refuse to delete, it normally means that they are "in use" by some program that is running. Closing everything in systray (the Ctl-Alt-Del thing) should have "released" them if this is the case.
The other reason for files being "protected" from deletion is usually a registry entry in a "protected" key. While the ideal thing would be to search and find the registry entry, and remove the offending key, this can get pretty messy, and it's not usually necessary if you're not comfortable poking around in the registry. If you can get the file deleted, the registry entry will be "broken," but that usually doesn't cause any serious problems - (except that sometimes the key may also run a utility to restore the deleted file if its deleted.)
Most "DOS" operations (called Command in later versions of Win) can be run more conveniently from a "Command Window" without leaving Windows and rebooting to DOS. If you try deleting them in a Command window first, you do have some protection against damaging the system by an inadvertent "bad keystroke," so I'd suggest trying it that way before going through the reboot-to-DOS.
If you click "START" then "RUN," type "Command" (without quotes) and hit enter, a command window should open. It invariably opens showing the prompt C:\Windows. Assuming your setup is typical, the temp files you're looking at should be in C:\Windows\Temp\Temporary Internet Files. (An advantage of working in the "Command" window is that you can use Explorer to look at the file structure at the same time, if needed.
Use "CD" to change directories to where the files are located. ("CD Temp" followed by Enter should get to the prompt C:\Windows\Temp). Use ATTRIB and DEL to remove hidden/system attributes, if necessary, and to delete the files. You should not need any DOS commands other than CD, ATTRIB, and DEL - although DIR may come in handy while you're "navigating."
You can get a full description of how to use each command on your machine by typing the command with a "?" or "/?" on the end. CD/?, DIR/?, ATTRIB/? etc.
The preferred way of closing the Command window is by typing "Exit" and hitting Enter.
The only significant "clinker" to navigating in DOS is that Windows likes to only display "long file names" and different versions differ in whether they will accept the long names in Command line operations. Use the DIR *.*/X command (in most versions) to list files with their DOS names, and use the DOS names to navigate if your system doesn't respond to the long names; or in some versions, you can put the long name in quotes.
In very few instances you may be able to do something with a DOS-boot that you can't do in a Command window; but it is safer to try the window first.