Temp Internet File and IE5 folders

I have some files in the temp internet folder that wont
erase and when the folder is copied and pasted items
appear in the copied folder that weren't in the original,
including an IE5 folder full of thumbnails from internet
sites. There doesnt seem to be a pattern of when or where
they were saved. Some were from several weeks ago and some
were from a couple days ago. I cant understand where they
came from. If I do a search for the files they only show
up if I copied them.
My question is why can't I erase the temp files and
where do the copied files come from? I cant find their
source.