I successfully use CCleaner for a number of years in a row on Win 7, but in the last few weeks for some reason it refuses to clean IE's cookies (at least the respective message appears). I do not use the IE, it is deleted from the system. The folders DOM storage and Cookies are available for the System and Admins, as they use to be previously.
No idea if this is indeed a CCleaner's bag or something happened to my system..
what is the 'respective message', perhaps a screenshot please.
although you may not use IE, it is always installed on your PC as it is embedded into the OS and many processes/services use the same shared libraries.