Normally, IE really doesn't care if you delete the "left overs" that it's own cache cleaner can't get.
Agreed that you'll have to probably start the machine in safe mode, navigate to your Temporary Internet Files folder(s).
Hell, you might just skip using Windows Explorer and do it from the command line.
click Start, Run, delete any text there, type CMD and hit enter
(if CMD doesn't work, try command )
type (into the window that appears) cd \docume~1\%username%\locals~1\tempor~1
hit enter
type attrib -s -r -h *.*
wipe all the files from the cache (you should be able to do so without any harm to your system, )
restart the machine into normal mode