cwj2,
Do you mean in the "documents" part of the start menu, or the history in Internet explorer??
Anyway you can either use "Tweak UI" to clear all history, or in explorer properties, set the history to 0 days, this will not keep the pages you visit. But if you wanna cover your tracks, it will still write to the c:\windows\temporary internet files, and to c:\windows\cookies...
So you will need to write a batch file to empty these folders as well..
bit like
if exists c:\windows\cookies\*.* del c:\windows\cookies\*.*
Paul