There's lots of reasons for emptying the browser cache
automatically privacy, security, not wanting tons of tiny files
on your hard drive!
To enable this setting in IE7, just go to the Tools \ Internet
Options menu, and then click on the Advanced tab.
Make sure you check the checkbox for "Empty Temporary Internet
Files folder when browser is closed".
It's useful to note here that if you have an application open
that uses an embedded IE control, the browser cache sometimes
won't be emptied until that application is closed as well.