If you are not sharing your computer with other person, I would not care about those files.
The DELTREE is quite dangerous actually. It is really important not to make a mistake. If you DELTREE X:\, you can say bye bye to your datas !
Did you try to type the location in Internet Explorer, like
c:\Documents and Settings\yourself\Local Settings\Temporary Internet Files\Content.IE5, in the address bar?
I would not too much worry about microsuck.com article. If you use InternetExplorer and Windoze, you should just be aware that you are vulnerable. Do not worry ! Your boss doesn't know about those files and won't be able to detect you are playing on brainking.com during work LOL