Create a folder for each of these objects. You could put them in the users home directory or anywhere. You could try moving the existing folders though I haven't tried this. Then, navigate to:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders
The Temporary Internet Files are pathed at the Cache value name, a type REG_SZ entry. Add Value or double click Cache and type the path to the folder you created.
To change the History folder, Add Value or double click the History value name which is also a type REG_SZ entry and set it to the path of the History folder.
If these Value Names exist at:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Shell Folders
make the changes there also.