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John
You can use gpedit.msc to solve these issue:(gpedit.msc -> User Config ->
Admin Temp -> Win Comp -> IE and than on the right hand pane enable a policy )
1. Changing the Internet history: you can use these policies "Disable
configuring history", "Disable changing temporary internet files settings",
"prevent the deletion of temporary internet files and cookies"
2. Cleaning the cache: "Turn of delete browsing history" policy.
If you want a system/machine wide policy than instead of User Config goto
Machine Config.
I hope these GP will help.
Ashish