It's a Hidden system folder that you should leave alone.

"Disk Cleanup" for Temporary Intenet Files  actually shows sub-Folder   content.ie5
C:\Documents and Settings\GJH\Local Settings\Temporary Internet Files\Content.IE5

If you want to View Temporary Internet Files use IE , Tools > Internet Options , Temporary Internet files , Settings , View Files.
For content.ie5 use Search Advanced (1st 3 boxes ticked)   for   content.ie5
for Logged on user it is in Temp Folder , ie:
C:\Documents and Settings\user\Local Settings\Temp\Temporary Internet Files

Thanks ,  Im guessing the only way to delete the contentIE folder is to log off reboot in safe mode and sign on as Administrator then go to the folder.  Mary G Ide prefer not to leave it alone, Im learning how XP works