Hey mfrashuer, I never got to say this before...Welcome to TSG!
Actually, Windows already does save these for you, even after you delete temp files, history, etc. Here's a link to a program that was discussed on these boards that will feret out all of these saved internet sites and allows you to delete them for good. The listing can be quite long as EVERY site visited is retained.
http://www.fsm.nl/ward/
Here's the original thread if you'd like to read up on it and others experiences.
http://forums.techguy.org/showthread...ghlight=spider
Hope this is of some help.