If you share a computer, you may not want everyone to know what files you have been working on. (Why you don't want these people to know is your business, but this question seems to come up a lot.) In any case, Windows XP generally has a list of all the documents you've been working on prominently displayed on the Start menu. If you don't want the next person to use the computer to know what you've been up to, follow these steps right before you shut down Windows.
1. Right click in an empty area of the Taskbar, choose Properties, and click the Start Menu tab.
2. If you have the regular XP Start menu enabled, click the Customize button to the right of it.
3. In the Advanced tab, click the Clear List button. If you remove the checkmark next to List my most recently opened documents, you won't see your document list anymore.
4. If you are using the Classic Start menu, the procedure is similar. In the Start Menu tab, click the Customize button next to Classic Start menu. Now click the Clear button, which says it will "remove records of recently accessed document, programs, and Web sites." Now in the Start menu, you'll find the Documents folder is empty.
If you're worried about people seeing your browser history, in Internet Explorer, choose Tools|Internet Options and click Clear History. In Firefox, choose Tools|Options and click the Privacy button. In the History tab, click Clear Browsing History Now. In either browser, you also may want to lower the number of days it saves visited pages. Just change the number in the box.