On your toolbar, look for TOOLS and click on it. Go down to internet options. You'll see Browsing History and hit the delete button. This should clear everything you've browsed up to that point. You can also delete cookies, but you'll have to reenter your passwords again. Also, under your TOOLS tab you can go to Toolbars and customize and add the Delete Browsing History button to your command bar. Hope this helps!
atxrefman, make sure you check your "temp" folder as well. Internet Explorer and mozilla do not clear this file normally. The temp file you are looking for depending on your windows version, will be located under your profile folder. You will have to go into My Computer and look under your c drive. the path you are looking for looks something like this.
C:\Documents and Settings\"you profile name"\Local Settings\Application Data\Temp
99% of the items stored here are files left over from browsing the net, installing programs etc.
If you are not sure about clearing this file. Feel free to email me and I will see if I can help you with it. I was the VP for 5 years and did system and network troubleshooting. Just some background to ease your mind if you need more help.
Another option. Install Firefox, go to Tools/Options/Privacy and select "Never remember history". If you do that you will never have to remember to clean your history.