This can happen if Firefox doesn't close properly, so check that on the processes tab in the Task Manager (Ctrl+Alt+Del).

See also "Hang at exit":

• http://kb.mozillazine.org/Firefox_hangs
• Firefox hangs or is not responding - How to fix

I checked the processes in Task Manager, and there's no Firefox process running after I close Firefox.

Everything closes and shuts down properly, but no cookies or temporary internet files are deleted.

You can find the location and usage of the Firefox cache on the about:cache page.

I assume that you do not mean the IE cookies and Temporary Internet files as found in

C:\Documents and Settings\<user>\Local Settings\Application Data\Microsoft\Windows\

Apparently I'm barking up the wrong tree. I assumed that, since I never open IE -- I use Firefox exclusively -- the files had to be coming from Firefox.

My humblest apologies, and my thanks.

You're welcome

If you visit web pages that use MS plugins like WMP or Silverlight then those programs use the Windows (IE) internet cache and cookies and Firefox doesn't have any control over that.

I figured out what it was: Skype. I had to install it for my business recently, but it sets about 40 cookies and temp internet files every day.

I discovered the files when a malware scan reported them.

I turned Skype off. If my business associates want to call me, they can e-mail me first.