What you want to is erase is the files inside the folder, not the folder itself. So click on the folder and go up to the edit menu and select "select all" that should select all the files in the folder. Don't delete anything yet. Scroll through the list, you should just have cookies no folders. If you are seeing folders "STOP IMMEDIATELY" Find out if you are in the right folder..where the folder belong. You must be certain of what you are doing, it might be a good idea to make a restore point in system restore if you are uncertain about things. *|||* If you go MY computer/C/documents and settings/Local Setting/Temporay Internet Files, contentense 0f IE5 there are 4 numbered folders; a index.dat; a desktop.INI If this is what you see. You got the wrong folder.
In any case be very sure of what you are erasing.