True, but I think it's mostly CYA thing. Everytime I see an MSDN article that tells you to make a registry change it comes with a similar stern warning. I have no particular allegance to this tool besides that it worked - like any other tool you have to watch how you wield it. That's another reason I choose one that didn't muck with the registry. The first time the utility runs it is in "demo" mode. It will scroll to screen (and optionally a log file) the intended changes for you to review. I caught that it was deleting my c:\temp directory (which I created myself) full of stuff I am using, so I renamed it. I also added cookies I wanted to keep to the exclude list, only then did I set it loose.
Again, I am stumped why IE itself cannot properly delete temporary internet files because I did that first without effect. How they even caused a problem in the first place for that matter still annoys me too.
I have to continue ranting a bit, one reason for this problem is that Microsoft made the other profile files & directories outside of "My Documents" so mystical. Hidden, system files, combinations - I don't understand basis for that either. Explorer and a command window do not readily display those files (and show different results) and Explorer shows temporary files all in one large directory not the hundreds of sub-directories that actually exist. Nevermind using the built in search to actually locate them - it's useless and needs registry hacks to make it search for anything other than Office files. Thus you get forced into using these tools to do your work.