Open Internet Explorer

At the top, on your toolbar, click Tools

A window will open, click Delete Browsing History

A window will open, click the History box

Click Delete at the bottom of the window

Go back to the toolbar, click Tools

A window will open, click Internet Options

A window will open, make sure you're on the General Tab

Click Delete Browsing History on Exit, click apply, click OK

Click Browsing History Settings

A window will open, at the bottom change the number of days to "0", click OK