No, it deletes everything except for cookies and fav.ico files.
IE6 gives the extra option to manually delete cookies
(in IE Options -> General tab)
but this will delete all of your cookies
(you might want to save some of the more important ones?)
Though this feature is not in IE5.x
atdmt.com is an advertising spyware cookie.
You can manually delete the one in Temp Internet Files (per-session cookies) and, if it's still there afterwards, you can manually delete the (permanent/stored) atdmt cookie in the Cookies dir.
If this site is already in Restricted Zone then the cookies won't come back again.
Download and run
spybot and/or
ad-aware to automatically delete all spyware cookies
(and any other spyware on your system).
After the results appear and before removing the cookies, make a note of the sites so you can add them to the Restricted Zone later.
I've made up a text list containing ~100 spyware sites
here
I've also exported the key where all ^those^ Restricted Sites are stored in the Registry:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ZoneMap\Domains
WinNT/2k/XP version
Win9x/ME version
You can rt click -> save target as
then remove the
.txt part at the end of the filename so it becomes
RestrictedSitesNT.reg instead of RestrictedSitesNT.reg.txt
Then you can double click this saved file to merge it into your registry
Or, as many other people do, you can use
SpywareBlaster which automates the process and automatically blocks spyware from being installed.
Hope this helps ?!