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Internet Explorer runs deeper than most people realize. Portions of what we think of as IE are in fact part of Windows itself.
Why is it that when I run Ccleaner (weekly) it always shows about 4K of temp files in IE, but I don't use IE except once per month to check for the Tuesday updates?
Some years ago there was a big ruckus about removing Internet Explorer from the operating system, and Microsoft saying that it was impossible or impractical or something along those lines. They may have made some of the more visible parts of it go away to keep the legal folks at the time happy, but the fact is parts of what you think of as Internet Explorer are actually part of the operating system.
Why? Because those parts of Internet Explorer are used by more than just Internet Explorer.
I'd actually encourage you to have a look at those temporary files and see just what they contain. I'm betting that you'll first be surprised at what you find, since you won't have expected it, and then you'll realize exactly what's going on.
Internet Explorer consists of many separate components. For the sake of example, I'm going to oversimplify it into two parts:
Everything that's involved in understanding and displaying HTML
Everything else; like the IE user interface and menus.
It was pretty clear from the beginning that HTML was going to be a very powerful and useful way to encode more than just web pages. Anything that might be displayed as a page - say a book, help file, even the "user interface" of another application could be encoded and displayed using HTML.
So the part of IE that's used to understand and display HTML was separated out in such a way that other applications could use it. In fact, several operating system components use it, which made at least this part of IE impossible to remove without adversely affecting those other programs that used it.
But regardless, if you write a program that wants to display or use HTML in interesting ways, you can actually use software already installed in Windows to handle the task. It just so happens that Internet Explorer (the visible program you use) happens to use that same service.
And, apparently, that service can manage temporary files.
The net result is that those temporary files may well be from some other program that happens to use portions of Internet Explorer for its own purposes.
Like I said, have a peek at exactly what those temporary files are, and I'll bet that they look very familiar - from being shown in some other program you didn't realize was relying on IE's HTML code.
For completeness: when you install another browser like Firefox or Opera, they bring along their own HTML handling code. That's one reason some websites display differently in different browsers. On the other hand, some browsers like the MSN browser, the AOL browser, and products like the Maxthon browser, are actually built on top of the IE HTML code that is present in Windows.
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