Note for those trying to completely remove those files from your HD:
A solution simpler than wiping and deep-formatting your HD is as follows.
Find the cache folder of your browser. Make sure that those downloaded files are in it - or if you dont want to make sure (can't watch like i couldnt, because the file names were different), just clear the cache from within the browser. Make sure you slect "Everything" under the time period.
If you cant find your cache folder, try googling for answers. Otherwise, you can use "Process Monitor" freeware tool and enable it only when you are downloading some/any image from the web via that browser. It will show you where they are being saved. In addition, you can use the tool "Search everything" (google first result), find all .jpg files, sort by date, and see which are there and at what paths. The point is to make sure those cached pictures (if they were cached) are deleted as files in the file system.
Once you've established where the cache is and it's cleared (files are deleted) you need to establish which physical hard disk the partition the cache was on (ie "C:") is on. Then you need to fill all partitions on that HD full completely with data. If it's only one partition on HD and you have only several GB free, this should be fast. Copy any files (smaller files like mp3 are better) into a blank directory on the given parition until 0MB is free (ie C:\fillup). This needs to be done on all the partitions of that physical drive. Once all partitions are full (0 free space) you can delete all those files, and you're done. Note also you can copy between partitions, it doesn't matter where the files come from.