The location you are looking for is C:\Documents and Settings\JT\Local Settings\Temp\"Filename".exe
Local Settings folder is a hidden folder, for you to see it u have to change some properties in your browser:
1. On the bar menu click on "Tools", then click on "Folder Options.."
2. In the "Folder Options.." menu, select the "View" tab
3. Look in the in the "Advance settings:" menu, for "Hidden files and folders" and select "Show hidden files and folders"
4. After that click on "Apply" and then "OK". This will close this window and will take immediate action.
5. Then go a look for those files and delete them
Hope this helps!!
David