Well I am not sure that you can totally prevent it, but you can right-click on internet explorer icon, and select "internet settings" then uner the temporary internet files, select "settings". From there you can move the slider all the way to the right so it will store the most amount, you can also move the temp file by selecting the "move folder" option. But as soon as you fill up that space you will lose the temp files as it will either delete them or overwrite the oldest files.
BTW, Why would you want to keep them? Unless of course you have a slow internet connection.
Ep, glad to see you come back and tidy up...did want to ask a one day favor, I want to enhance my resume , was hoping you could make me administrator for a day, if so, take me right off since I won't be here to do anything, and don't know the slightest about the board, but it would be nice putting "served administrator osnn", if can do, THANKS