My gut reaction is that IE is being a little buggy or there's a corrupt file somewhere. You might want to start with an error check of your disk (My Computer, right click on the drive in question, choose properties, then tools). It will require a reboot. You can also manually delete temp files by typing %temp% at either run or search (depending on your version of Windows). You may find thousands of files in there. If you try to delete them all at one time you'll likely get a message about a file being in use. That's normal, just work around those (delete the oldest files first). After that, navigate up the directory tree and you'll find the history folder.

Found the answer by not using that blasted wizard. Checked the box to not show the wizard at startup. Then closed and reopened Recurva and there was the advanced (?) interface. Using Advanced: after the scan there was a box beside filename at the top. Checked it and automatically it placed a check beside each filename. Whew. Looks like everything except 3 files are recoverable. In 2 hours it will be on the desktop's D: drive. Including the tree structure which I checked under options. Glad it was only the 2 major directories (folders with subs).

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They're normally stored in the 'My Documents' folder. Find it there, right click on it and select delete from the context menu. I don't think you can delete it from the program.