The IE cache.lck file is a temporary file Explorer uses to keep track of what it has recently placed in the cache, and where in the cache file its internal pointers are. It is normally deleted when you quit IE. Like with all temporary files, if the computer crashes before you quit IE, it ends upin the "Rescued Items" folder.
Your crashes are not caused by IE's cache overflowing; IE uses a fixed-size cache file, which it recycles when it runs out of room.
Rather, you have encountered an incompatibility between IE and Eudora, which is one of the reasons I don't use Eudora.
IE and Eudora both access the system's Internet Preferences file. IE stores its cookies there; Eudora stores God knows what there. Unfortunately, Eudora has a bug which will cause it to overwrite IE's cookies in that file while IE is still using them.
If you log on to a Web site that sets a cookie, then you switch to Eudora and read an HTML email, then switch back to IE and go to a Web site that attempts to access the cookie that was just sent to you, IE will usually crash, bringing down your entire system with it.
What's worse, Eudora will under some circumstances corrupt your Internet preferences file, corrupting or overwriting some or all of your cookies.