Virtual Desktop saves the images as .bmp files, and you can exclude them as follows:
You first of all need to show hidden files and folders ... Open Windows Explorer, go to "Tools\Folder Options\View\And scroll down to "Show Hidden Files and Folders" and check the box.
Open CCleaner, and go to "Options\Exclude\Add Folder".
Navigate to "C:\Documents and Settings\<username>\Local Settings\Temp", and then press OK.
Now right click the new entry and select "manual edit".
Change the wildcard *.* to *.bmp as shown here ....

.... and then press OK. That will exclude the .bmp Images from being cleaned.
Job done.