Well, since you have win95, it may deleteing them but win95 didn't always show them as deleted until you click 'view' then 'refresh' . Try that and see if they are gone.
If not then in addition to the above , try this:

A-)  Do a search/find for *.tmp
when displayed, delete them all.

B-) Boot to DOS or get to a "C" prompt and enter:
deltree c:\windows\history  ( press enter)
Answer-Yes
At next prompt, enter:
deltree c:\windows\tempor~1  (press enter)
again say yes  (This may take a little while)
At next "C" promt type- exit
it will then return to windows

C-) Under Tools/ internet options set Days to Keep History in memory to 0.

D-) under the Advanced tab/ Security select "Empty Temporary Internet files folder when browser is closed"

E-) If you want to control the size of the Temporary Internet Cache, go to Tool/ Internet Options /Temporary Internet Files/ Settings and set the size of your cache.

F-) IF you set it to 2megs, for example, IE will attempt to keep the TIFs under the 2meg mark by periodically purging old files.

Some of the above should delete all the TIF and help you get a handle on them for future maintenance.