Are you running IE6 or IE7? If it's IE7, you probably won't have the File, Edit, View etc at the top of the browser. You can get it back temporarily by pressing the Alt key or go to Tools, on the right hand side near the top. You can access Internet Options there by clicking on the little down arrow; you can also tick Menu Bar to make it visible.
I've got IE7 and have Internet Options in my Control Panel; I suppose it's always been there, but I can't remember! Have you got your Control Panel set to Classic or Category View? In Category View, you'll find Internet Options under Network and Internet Connections.
You can also clear out your Temporary Internet Files by using Disk Cleanup - Start>All Programs>Accessories>System Tools.If you want to, you can set IE to clear your TIFs when you close the browser. Once you've found your Internet Options (!), click on the Advanced tab, scroll down to Security and tick "Empty Temporary Internet Files folder when browser is closed", Apply and OK it.

Madeline.