Temp Internet Files won't delete

I have this problem with some cookies in my Temporary Internet Files folder, when I connect to the internet I get problems, I clear the problems but everytime I connect back it comes. When I was clearing files I noticed three cookies that would not delete. One of them says it is active until the year 2035, another is active until 2015. I have tried a number of ways to delete these. 1. Turn off system restore and delete........nothing 2. Go into Safe mode and delete...............nothing 3. Changed the clock to the year 2040 and delete..............nothing 4. Go into a command prompt and used the erase command.....nothing. How can I get rid of these, as I suspect that it is these that are causing my problems, or do I bite the bullet and format and re-install. Cheers