You are right to use Firefox rather than IE in my opinion. After using Firefox the last few years I find it very difficult to go back to Internet Explorer. You should be able to select
Tools, then
Clear Recent History and
Everything from the drop down list. Alternatively (and a better method IMO) is to select
Tools, then
Options, select the
Privacy tab and make sure
Clear history when Firefox closes is ticked. You could also select
Automatically start Firefox in a private browsing session which will have the same effect.
A handy application for cleaning up your IE and Firefox history is
CCleaner (Crap Cleaner).
Jimbob