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C:\Documents and Settings\[user name here]\Local Settings\History

Every temp file, actually, is usually located in the various user directories (including Administrator) under "Documents and Settings" on the drive you installed Windows on (my case, C:).
For instance, Temp directory is

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C:\Documents and Settings\[user name here]\Local Settings\Temp

and Temp Internet directory is

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C:\Documents and Settings\[user name here]\Local Settings\Temporary Internet Files

Which, by the by, contains all your cookies.
EDIT: By the by, you have to turn on the browser's ability to "see" hidden files and directories to see the "Local Settings" directory.
EDIT AGAIN: Had to add the slashes properly.