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Windows XP Tips, Illustrations and registry edits
To clear the recent documents history, the entries under Start-RUN dialog, Open/Save as (Common Dialog) boxes dropdown file lists and the typed URLs in the Internet Explorer Address bar, try this:
For XP Start Menu:
Right-click Taskbar, choose Properties, choose Start Menu tab
Click Customize, Advanced tab, and click Clear List button at the bottom
For Classic Start Menu:
Right-click Taskbar, choose Properties, choose Start Menu tab
Click Customize, and click the Clear button
Click OK, OK and close the dialog.