There are information already available in this blog regarding how to clear recently accessed files in Windows XP and also how to clear recent files from Real One Media Player and Windows Media Player. Windows Vista also has a similar feature for disabling the recently accessed files from the system. This can be done by right clicking the Start button and selecting properties. This action should display the Taskbar and Start Menu Properties dialog box
And Start Menu tab has an option for not storing and displaying the list of recently opened files under the Privacy section. Unselecting the check box would result in system not storing the recently accessed files.