I do a lot of testing of web applications and feel like I am constantly deleting my Internet Explorer browser cache. Sometimes this takes forever and its a pain if you delete all of your browser history, etc. Windows has a way to view your cache which includes all of your cookies and cache files which you could then search and then delete the file you are looking for. I found a little application called IECacheView that has a really nice display and makes it much easier to search your cache and make adjustments.
IECacheView can be downloaded here. Once you download it you unpack it and run the .exe file whenever you need to use it. I added a shortcut to my Windows XP Quick Launch toolbar so now when I need to manipulate my Internet Explorer cache at all I launch this program and have an immediate view of my cache with available tools to work with.