Right click on the folder name. Click on Properties, click on the Customize
tab and set the folder type to Pictures.

First, delete your Internet Temporary files.

In IE6, click on Tools on the top bar.

Click on Internet Options.

A window will open, click on Delete files in the middle of the window.

Click on the Advanced tab at the top of the window.

Scroll down to Security.

Check the box "Empty ...when closing browser.

Close IE6.

See if you still have unwanted pictures

If pictures are still there, they are probably in an OLK subfolder of your
Internet Temporary file folder. Mine is OLK9. Yours will probably have a
different number but the subfolder name will start with OLK. Easiest way to
find it is to search for it.

Click on Start, click on Search and all files and folders. This will open a
new window.

Click on Advanced options button. Check the advanced options System folders,
Hidden files and Subfolders. In the search box for file name to search, type
in OLK and click on search.

This may take a few minutes, but in the search results window, you should
see a yellow folder icon with a name starting with OLK. Stop the search when
you see it and double click on it to open it and display the files. Are
these the files you want to delete? If so, select them all and delete. They
will go to your Recycle bin. Open it and delete them again from there.