Configure the following setting through GPO linked to the OU with the server
Computer Configuration\Administrati
ve Templates\Windows Components\Internet Explorer\Internet Control Panel\Advanced Page\Empty Temporary Internet Files when browser is closed
The policy setting is also located under user configuration and can be enabled through user group policy loopback policy processing which is used to configure user policies to apply for users logging on to for example terminal servers. See link for more information about howto configure TS GPOs.
http://www.msterminalservices.org/articles/Managing-Terminal-Services-Group-Policy.html