Hi all. There are a lot of solutions to ensure privacy.
First of all, use a freeware clone of IE instead of IE itself. I personally use MyIE2 which shares the dll, cookies, history and cache with IE but without the bugs and the bloat of IE. There is also CrazyBrowser, AvantBrowser, NetCaptor (this one is shareware).
These tools have options which allow to delete a single URL from the drop-down list, no need to go in the registry. You have only one instance of the program in RAM but every page is opened in a tab. So your RAM and resources (especially for 9X/ME) are not eated up as with IE. I sometimes have 50 tabs opened ( = 50 pages) and my RAM is not full, I still have more than 50 % resources free (Win98 192 MB RAM).
If I try to open 50 pages with IE, my box would be totally stuck.
They have a lot of very interesting options such as an integrated popup filter, no need for a third-party tool.
Now back to the URL. Needboost asked why some URL shows up even after a history cleared. Actually, IE is full of bugs (MS speaks about "issues"). One of these bugs is that your history is not totally cleaned when you use the standard way.
The history is stored in several index.dat files, one for each day/week/month, they are deleted by IE each day/week/month. But there is another index.dat under Windows\history\history.ie5
This one is used to store 'Visited' URL names, date and time stamps. This is the data used by I.E. for its AutoComplete function and controlling the highlighting of imbedded links on the displayed Web pages.
Note that the index.dat under \History is not visible with Explorer, you have to use a file manager like Total Commander to see what's going on with cache and history. This tool even allows to see index.dat's content in read-only and so, you can easily search for urls. All the files in TIF are visible, no "smoke and mirrors" with this amazing tool which doesn't write garbage in the registry.
http://www.ghisler.com
It shows me 7 index.dat on my PC where the standard "Find files" shows me 3 index.dat, even with the option "show hidden/system files". If you run 9X/ME/NT4, you can use Winfile (the old win3.1 file manager).
You don't need a third-party tool or messing with DOS to get rid of index.dat files. As they are locked by Explorer.exe, you can't delete them under 9x/ME but there is a trick :
for the cache, just rename the folder \TIF\Content.IE5 to whatever you want. After the next reboot, a new Content.IE5 folder and 4 brand-new sub-folders are rebuild. Then you will be able to delete the entire old folder Content.IE5 with all its files. BTW, renaming a folder is a standard trick to bypass the "file in use" message.
Same for Windows\Cookies or Windows\History, just rename the folder Cookies (or History) to another name and it will be possible to delete the old index.dat in Cookies (or History) after a reboot.
I've discovered that these files occupy a part of the RAM which is normal if they are always opened but I've never read anything about this fact.
You can easily test the following : Start -> Run -> Sysmon. Add "Unused physical Memory" and note the value just after Windows startup. Now, note the size of an index.dat file (the bigger is often under content.IE5) and delete it the way I suggest. Reboot Windows, start Sysmon and look at "Unused Physical Memory". You will see that you have more RAM available, probably the size of the deleted Index.dat.
As I already have seen huge index.dat files (more than 20 MB), you can figure out that Windows will be lighter, less swapping and so on.
That's why I think it's strange that MS does not provide a way to delete these files. Even when you clear offline contents of a 20 MB index.dat, its size is always the same and the RAM is bloated with a huge file full of padding characters. As the memory handling of with 9x/ME is not what is is under XP/2K, every free MB of RAM is important.
I hardly understand MS' silence about Index.dat's as a lot of people I help on French forums are persuaded these files are spies used by MS to check our surf habits !
HTH
Pierre.