IE saves userData in XP:
C:\Documents and Settings\USERNAME\UserData
or
C:\Documents and Settings\USERNAME\Application Data\Microsoft\Internet Explorer\UserData
Vista / Win7:
C:\Users\USERNAME\AppData\Roaming\Microsoft\Internet Explorer\UserData
You can find folders and * .dat files and XML files containing data in the UserData folder. You can delete them directly and clear cookies or html 5 localStorage will not work.
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