IE Privacy Keeper

From UnH Solutions:

IE Privacy Keeper is a simple, fast, and efficient browsing-history cleaner for Internet Explorer and Mozilla Firefox. It automatically cleans up all traces of your Internet activity when you close the browser or shut down the computer. IE Privacy Keeper can correctly clean up the index.dat files without the need for a Windows restart. It also cleans up your system activity (recent documents, MRU lists). The program allows you to keep selective history items.