1. CHKDSK is much more like a Scandisk or Norton Disc Doctor utility, which scans your computer for file system errors. While in the past CHKDSK is just an insignificant program compared by Scandisk, as Windows continues to improve, CHKDSK eventually replaces Scandisk's function, so since about Windows 2000, the Scandisk is dumped.
2. About your error, you don't have to worry, since it's located in the Internet TEMPORARY files, which means the files' importance is insignificant. You can also fix the error by delete the Internet Temporary Files (go to Internet Explorer menu Tools / Internet Options / General tab / Delete Files).
3. If you've already started to received such errors, it's probably a good idea to schedule a full system scan with CHKDSK at the next system boot. You won't ever know what error lurks within your computer before you full-scanning it.
4. Note, if you can, please don't use title words just like "please can someone" only because that will draw people (especially people who are expert on answering your question) away from opening your question. If they won't open your question, how would you expect them to answer? =)
hope that's help.