Temporary Files Location

On my Windows XP SP2 machine my temporary internet files, cookies and History are stored at:

\Local Settings\Temporary Internet Files
\Cookies
\Local Settings\History

Which is the default, i have never changed these, so why do i have duplicate folders in my temp directory as well:

\Temp\Local Settings\Temporary Internet Files
\Temp\Cookies
\Temp\Local Settings\History

Everything is appearing in both. I cannot delete either set as Windows is saying i need them and both have the current dates.

If i use Internet Options to clear the files, both locations are clear, so Windows must be confused. Whats strange is that if i search the registry for the wrong locations, ie, the ones in the temp directory, nothing is found. So how can windows be saving to those locations when it doesnt know about them?