These files are used by IE and other Windows applications to store data; for example, IE will store the URLs of websites you have visited and OE will use it to log your Email. These files are usually hidden, and do not compress themselves or "go away" when you clear temporary internet files.
There are many second party applications that allow you to see these hidden files, and to delete them.
Hope this answers your question, and welcome to BC!
Edited by jgweed, 15 April 2005 - 12:13 AM.