the most common is the list under files in your mpeg viewer...
For now I could tell how to get rid of that list for windows media player...
Go to start
Run,
then type regedt
Go to current user
then
software
then microsoft windows
then media player
then player
then recent file list...
There you can delete the list...
This little part of your computer comes very very handy for porn hiding and is the only way to do it without admin powers.
You can hide that same list with other programs like image viewers and so forth, just play around for awhile and yoiull find it