Destroying session data

Hi all. I have multiple pages on a website that uses sessions ($_SESSION) to store the data. However, I noticed that in the C:\Windows\Temp directory, all the session variables/data files are stored there from previous (and current) sessions. My question is: when the session is "logged out" or ended (via closing the browser or however), should these data files (which look like sess_fd983aedf93ceeioa8332890bcd, etc) not be destroyed? If not, is there a way to automatically destroy them because I don't want to have to go in each day/week/month and delete these session data files manually? Are these data files considered to be cookies? Just to clarify, I know how to destroy session variables... I want to know how to destroy the files that contain those variables after they're no longer being used. I have RTFM and I can't seem to find the answer. Thanks in advance, ~Philip