In Internet Explorer, click 'Tools' at the top of the window. Then click 'Internet Options' and on the 'General' tab you will be able to delete cookies, temporary files and also the browser's history.
In Internet Explorer, select Tools -> Internet Options, then click on "Delete Cookies" in the new window that will pop up.
Internet options is also accessible from the control panel.
If you're using Firefox, select Tools -> Options, then select the privacy option. There will be a box that says "clear" under the cookies heading.