If you want to make sure that your private data does not end up misplaced all over the hard disk use Temporary Data Storage Folder, a free program residing in the system tray that creates a temporary folder where to store your short lived files.
Temporary Data Storage Folder creates a folder where to store temporary data that you only need to use for a short period of time avoiding the menace of forgetting to erase your temporary files, it can also be used as a folder where to store your Internet downloads, making sure that nothing will be left behind when turning off the computer.
After installing this open source application a temporary folder will be created in the local user directory with the option to move it to another location using preferences. The temporary folder will empty itself every 5 minutes (setting can be changed), you can access it using Windows context menu using the Send To on right click or from the system tray, you also get balloon tips remembering you to empty the folder and the application empties the temporary folder automatically on exit.
WARNING: This utility is not a secure data wiper! It will not overwrite the data beyond recovery.