IE Privacy Keeper 

Product: IE Privacy Keeper v2.7.3
Company: UnH Solutions
Website: http://www.browsertools.net/IE-Privacy-Keeper/
Type: Free
System: Windows 98/Me/2000/XP, IE5.5+ & Firefox 1.0+

IE Privacy Keeper automatically cleans up all traces of your Internet activity when the last window of Internet Explorer is closed. You can select to clean the URL history, typed URLs, Temporary Internet Files, Cookies (keep the ones you need), Recent Documents, Auto-complete history, Windows temporary files and the recycle bin. In addition, you can choose to clean custom folder locations as well as registry keys and even use secure deltion method to permanently wipe from your disk. IE Privacy Keeper can perform the cleanup automatically, or manually from the Tools menu in Internet Explorer. 

Key Features: 
- Cleans up Interent Explorer and Mozilla Firefox history 
- Cleans up index.dat files without the need for a Windows restart 
- Keep selected items 
- Cleans up your offline activity traces 
- Cleans up custom folders and registry keys 
- Automatically cleans up when IE or Firefox exits 
- Various notification methods 
- Secure deletion