Interesting
Thanks for the info. Although this may be the case, still doesn't stop the team from excluding it from History. After as I mentioned above, for History it should only clear the data on websites vistied and the cookie .dat thing should be left on the cookie option. Even though it is in a temp folder, it wouldn't be deleted if it did exist in the first place. First off I don't have this Temp/Cookies folder at all to begin with. Secondly if that were the case, checking System->Temporary Files and IE->Temporary Internet Files would wipe the files out. Even then its not related since whenever I clean those selections and start IE, it still has the history of whatever links I've clicked in purple. Its the History and Cookie thing that I say is messed up since only cookies keep those sort of history preferences.
I just double checked and the correct folder to cookies is #:\Users\%userprofile%\AppData\Roaming\Microsoft\Windows\Cookies but you'll have to show hidden system files in order to see it.