What do I have to do delete these files manually, like browsing through the hard drive and deleting each file manually (Not the standard tools > internet options > Delete Files)
go to start, accessories, system tools, disk cleanup, it will calculate and then show you a window that has stuff to delete, put check mark on temporary internet files. and click ok.. Done deal.
You didn't mention which OS or brower you are using, but generally with Windows you can go to "Internet Options" via your browser's "Tools" menu or the Control Panel's "Network And Internet" settings, then on the "General" tab, click the "Settings" button in the "Browsing history" section. On that screen, you will see the "Current location:" of the "Temporary Internet Files" folder.