what we used to prefer is, type "%temp% " {without quotes} in Start -> Run.
This opens your temporary folder and then you can erase it easily, but still try dis one too..

First go into gpedit.msc
Next select -> Computer Configuration/Administrative Templates/Windows Components/Terminal Services/Temporary Folder

Then right click "Do Not Delete Temp Folder Upon Exit"
Go to properties and hit disable.

Now next time Windows puts a temp file in that folder it will automatically delete it when its done!

Note : Remember, GPEDIT (Group Policy Editor) is only available in XP Pro.