Can't see jpgs in Temp Internet Files Folder

I'm running Windows 7 and IE 9. In the default temp folder (tools>internet options>General Tab, Browsing History, settings>view files), I can see a number of cached fies, but not all the jpgs. On my XP machine with IE 8, after I visit the same website as on my Windows 7 machine and follow the same steps as explained above, I can see all the jpgs. The Internet Option settings are the same on both machines. Why can't I see all the same files on the Windows 7 machine? Is something preventing them from being cached?

I've been doing some experimenting since I posted the question. The solution may be to turn off the Protected Mode on the Internet Options Security tab. Will this expose me to any serious problems? I am running AVG.

Go to C:\Users\Sun\AppData\Local\Microsoft\Windows\Temporary Internet Files\Low in Explore. In Serach box, which is located at top-right cornor, type in "*". You should see all the files of different types. You can type *.jpg to see all jpg files of IE9 temporary internet files.

You may also need change view options in manu "Organize" to show system/hidden files etc. because I have altered the view options.