History - Internet Explorer stores pages you've visited and the time and date you visited them.
Cookies - For a further discussion of cookies, please see the Choosing which cookies to keep topic.
Recently Typed URLs - Internet Explorer saves your recently-typed URLs so it can suggest them as you type new URLs with the same starting letters. This rule removes them.
Index.dat files - These files function as an index for the browser, and store temporary information about URLs, search queries, and recently stored files to speed up browser operation.
Last Download Location - Internet Explorer remembers where you downloaded the last file.
Autocomplete Form History - Once you've used Internet Explorer for a while, you'll notice that as you start typing letters into a text box on a form, it will present you with suggestions. Note: Using this cleaning rule will also deleted your saved passwords.
Saved Passwords - Internet Explorer stores passwords for pages you've visited.