There are a couple of saettings in IE, which I think you may have already found.
1. Tools - Internet Options - "General" tab.
Under browsing history, select "settings" and choose the option that suits you best. Then select, under the same heading, "delete "and see if you have the appropriate options selected there.
2. In Tools -"Internet options" - "Advanced tab, there is one other option, which may help. Scroll down to Security, and mark the entry, "empty Temporary Internet folder...etc"
May help.