The computer at which i'm working right now is an dual boot machine. It has winblows xp and linux from scratch on it. If it were up to me though, I would have deleted winblows a long time ago. I would have were it not for the fact that my brother is also using this machine and he is an winblows only guy.
So he (my brother) is complaining that the five gig's I reserved for winblows C: is not enough and I should do something about it. I'm scratching my head trying to figure out why the hell windows is taking up so much space. So I right clicked in the C: drive icon in the "my computer" folder and indeed, it said that only about 200 mb's of free space remained. Now get this: I went in to the C:\ folder, selected all the folders in there, right clicked on 'm went to "properties" and saw that windows claimed that they only take up something like 3.5 gig's. But there is 5 gig on on the drive, which should leef me with 1.5 gig's of free space! How come there is only 200 mb?
So I went in to linux to see what was taking up so much space. To my astonishment, there was an folder called "C:\documents and settings\root\temporary internet files\Content.IE5" which took up about 1.4 gig's, but the folder would not show up in windows. Not even when I would select the "show hidden files" option in internet explorer.
Unfortunately, I could not delete that directory from linux, as the file system was formated as ntfs. So I went back in to windows, and told it to clean up the C: drive, which it claimed to have done. After that though, it only saved something like 100 mb's. So what I did was, even though the folder (you know C:\....\Content.IE5) did not show up, I typed it in the explorer url bar any way and lo and behold I was inside the folder. Deleted every thing inside and I was thus able to release my gig's from the C drive.

you're right, windows never tells users what it should, they take us for granted, well though smart users can allways hack it the way they like, but still its so unpredictable !

You can turn that off under Tools-->Internet Option-->Advanced Tab-->Empty Temporary Internet Files Folder When Browser is Closed

Why you would want to store a copy (including all the graphics) of every page you visit is beyond me. Personally I think MS should do mandatory drug tests before they make software decisons like that, because I think someone was smoking crack on that day. There's also the file that's an encypted hash of every URL you visit, but that's a different story.

Did you also turn off the System restore option? That's a big culprit of filling up your hd. It's in Control Panel-->System-->System Restore Tab. It's such an intelligent piece of software that it just goes on and on creating restore points until your hd has no more space left. I've turned mine off - if you do that it will delete all the presaved restore points. If I need it, I can reenable for whenever I need to do something major.

I first encountered this little beastie in WinME *worst OS ever*.