Have you followed our advice and created a new folder whenever you create a new project? If so, all of these files will be saved in that folder and removing them, once you're finished with your project is as simple as deleting the folder.
Otherwise, you'll need to manually delete these files. They're locating the following folders, in the same directory where you saved your project file:
Adobe Premiere Elements Auto-Save
Adobe Premiere Elements Preview Files
Stop Motion Capture
If you're interested, I've got many more tips and tricks for working more efficiently (and saving you a lot of time and trouble) in my books.