If you are concerned about the storage of cookie one way to overcome your problem is to set you privacy setting such that you are prompted when a cookie is about to be placed on your computer. This setting is a tab on the internet options table.
Click advance settings when privacy tab selected. You can override the computer auto settings so that you are prompted to block or accept the required cookie. Over a period of time you build up a data base of those cookies that you wish installed and those that you do not want.
This method results in all cookie text files in the internet temp and cookie files of the window folder contain only those that you want. Hence alleviating the necessity do delete the temp folder on exit. In the case of this BB you will note that two extra cookies are transported i.e doubleclick and valueclick
If you wish further info try
Cookie Central or
Unofficial FAQ
Hope this is useful