|On second thought....|
You are probably are getting that message because you manually deleted the temporary internet files here, or you changed default settings here so they are deleted every time you exit Internet Explorer, or possibly other browsers as well....
Start up Internet Explorer.
Tools - Internet Options
You'll see either
Temporary Internet Files or
Delete temporary internet files, etc, etc. ....
click on Delete
If a Window pops up with Temporary internet files, History, Cookies etc., selected, you only need to select Temporary internet files - click on the checkmark in front of the others to de-select them .
Or - you used some program such as Registry cleaning program that by default or by your settings in it deletes the temporary internet files.
The line in msconfig - startup referred to in the next post is probably not finding the file at the end of the path, or the folder and file at the end of the path.