I think perhaps you are confusing the file with the link to the file? the whole ethos of Real player is that the file doesn't ever exist on your machine, but on a server, and is "streamed" down to you while you watch it. Yes it is collated in a temporary area, but this is deleted after you've watched it. So i wouldn't worry about files using up your hard drive. If you DO want to remove the links permanently then their location is dependant on your operating system - use the "Find" tool off your start menu, to locate (and delete) them