i found:
User Configuration/Administrative Template/Windows Component/Internet Explorer/Internet Control Panel
and in right pane,
Disable the General page
Disable the Security page
Disable the Content page
Disable the Connection page
Disable the Program page
Disable the Privacy page
Disable the Advanced page
and each of them have "Not configured", "Enabled" or "Disabled" option.....
i don't see the option for "Empty Temporary Internet Files folder when broswer is closed"???