If you are trying to delete session cookies, those cookies with an expires or max-age value of -1 or no value set for that property, in Internet Explorer, you will probably notice that deleting them from the controls in the browser, does not actually delete them.
Evidently, the IE cookie implementation only writes persistent cookies to the file system and maintains the session cookies in RAM. Moreover, when telling the browser to delete the cookies, it only deletes the cookies from the file system and does not delete them from RAM.
To delete session cookies in IE, you will need to restart the browser.