Check Environmental Variables…  This is most likely from a security program that cleans your tracks.  Something like CCleaner or Ultra Sentry just for example.   Most of the time your user “TEMP” folder is located in your home folder of document and settings, cmd line prompt and enter ”CD %TEMP%”.   Also you can do a cmd line and enter “SET”.  This will display the TEMP path along with other information.  This is not the only TMP folder that is used.   The tmp folder that is probably causing the problem is the System TEMP, “C:\Windows\Temp”.  Check to see if the folder exists, if not create the folder.  
Other things could be the enviroment path setting, these can be checked or added from the System properties.   Open the System icon in the Control Panel, click Advanced tab and then Enviroment Variables.  Make sure there is an entry for TEMP and TMP for both the user and system.