Well in Windows XP, using IE7 anyway, the steps to get into the Temp Internet Files folder are (from the browser menu)
Browsing History, Settings
this will open the folder and you should see all the files. Deleting them all, then closing the folder and viewing new Web sites and videos should put a whole bunch of files back in there. Go through the steps above again and you should see them, if not, it must be the wrong folder. If you found the files once, they will be there again. Once you get to the correct folder, take note of the address in the address bar and copy that into Notepad or something so you can find that folder again. Then close everything out, follow the path that was in the address bar until you find that folder again. Right click and create a shortcut that you can put on your desktop or someplace handy. That makes it much quicker to check into your temp folder for urls or downloaded stuff.