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Here are the instructions for Internet Explorer 5 on Windows:
Close all Internet Explorer windows.
Click the "Start" button.
Move up to "Find" and click "Files or Folders" from the menu that appears.
In the new window that appears, in the "containing text" field, type in the domain name of the board without the "http://" or "www." part. For example, if the board's address was "http://www.cnczone.com/forum/index.php", I would type in "cnczone.com" (without the quotes)
In the "look in" box, type in "C:\Windows\Cookies\" (without the quotes) and press "Find Now"
After it has finished searching, highlight all files (click a file, then press CTRL+A) and delete them (press the "delete" key or SHIFT+DEL)