search your OS partition for files over 100Mb. you should only really see pagefile.sys. Anytihng else is suspicious.
Windows does have a habit of having teh default save location different for most apps so its hard to sometimes avoid saving stuff where you don't expect. Of course Linux shoves it all in /home/<userid>
I'd give IE7 another go tbh its better than IE6. Make sure you turn off crap like the anti Phishing stuff as this does make a lot of calls and slows teh thing down.
You could of course try Opera