The latest version of the Internet Explorer at this moment is version 6.0 include some great new security improvements. With this tweak I will show you the feature that clear the temporary Internet files each time you close Internet Explorer.

First check your version of the Internet Explorer, to do this, follow the next steps:

1. Open the Internet Explorer.
    
2. Go to Help and select from this menu "About Internet Explorer" (see picture 1).
   
   

   Picture 1

3. Select the Tools from the menu bar.
    
4. Then select Internet Options from the drop down menu. Once the Internet options has loaded click on the advanced tab.
    
5. Under security find where it says Empty Temporary internet files folder when browser is closed and check it. (see picture 2).
   
   

   Picture 2