Further to what whitesail wrote, use the Tools, Options tab to delete the history and temp internet files but personally I find that the cookies are not deleted. Therefore I also go to windows\cookies folder and delete all the cookies. I also go to the windows\temp internet folder and delete the cookies in there too. I also need to go to the recycle bin and empty that of the deleted cookies too.
There is a program called Tweak (or similar) which has a function called paranoia which does all the above jobs whenever you shutdown the browser...
[ 01 December 2001: Message edited by: Lurk R ]