Cache
Browser saves web pages, images from visited Web sites into your hard drive whether you click on them or not, so that next time when you visit you won't have to re-download the image. But this means that many megabytes of data of all types get saved to you hard drive. Anyone who can use your computer can tell where you have been browsing on the web. Erases these files to avoid others determining the pages you have been recently viewing.

Cookies
Web sites send small text files to your browser to keep track of your on-line sessions. They are particularly useful when you want a Web site to auto-sign you into a registration process. However web sites also use cookies to track you through the site. 

Location Bar History
The Location Bar History is the list of recently visited URL (web-sites) that appears in the address bar of Internet Explorer. Therefore, anyone else can see where you've been and what you've done.

Autocomplete Memory
Internet Explorer can store a record of almost everything that you typed into any web site form. Form data can be things such as all the keywords you have ever typed into a search engine and personal information such as your name and address.

Index.dat
The Index.dat can not delete manually. Even if you clean up your cache, cookies, and history from within the Internet Explorer browser regularly, the index.dat files will continue to store information about what web sites you have visited and what cookies have been saved, this also grows to enormous size and slows your computer down.

IE Plug-Ins
The IE Plug-Ins use to provide some functions that the browser can not provide, for example, some chat room and games may use plug-ins to accomplish special functions.

Recent Documents
Lists the last 15 document files that you have accessed, allowing any of these documents to be reopened simply by clicking on the name of the document.

Windows Search History
Windows saves the files, text and computers you have ever searched.

Start Menu Run History
Windows stores the programs you ran in the start menu run text box.

Open/Save History
Windows records you opened and saved files list in registry.

Windows Temporary Files Directory
Windows saves temp files to this folder, it will take a large amount of disk space if you don't clean it regularly, and it also tracks what you have done on your PC.

RealOne Player & MediaPlayer Play Files List
RealOne Player & MediaPlayer records the recent played Internet location, video and sound files in the registry.

And much more...