Should Dispose() or Finalize() be used to delete temporary files?

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I have a class that makes use of temporary files (Path.GetTempFileName()) while it is active. I want to make sure these files do not remain on the user's hard drive taking up space after my program is closed. Right now my class has a Close() method which checks if any temporary files used by the class still exist and deletes them.

Would it make more sense to put this code in the Dispose() or Finalize() methods instead?

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