Is it safe to delete these files manually in DOS mode? How many are there, and would it be possible to create a simple batch file to delete them en masse without having to go through the whole rigmarole every time?
They normally reside in your cookies/history/temp internet folders - as an index of where you've been etc.
It should be possible to delete with a batch file, but the easist way to do it is get hold of one of the many 'file eraser' products available on the internet!
If your on XP there's an index.dat for every account. You can delete them in Dos safely. They will be re-created empty. I use the freeware 'Sweeper' it works fine on XP for me. It also clears history caches etc.