Every time you open up a document or launch a program Windows Vista keeps track of this information to build the list of application for recently run applications and recent documents list. This can be a convenience or it can be a privacy problems if you use a shared computer. If that is the case, then anyone that uses the computer after you can see what applications you like to run and also see the name of the documents or photos that you looked at.

In Windows Vista Microsoft has provided a easy way to tweak this setting. Follow the steps below to protect your privacy:

~Right click on the taskbar and select Properties.
~Click on the Start Menu tab.
~Uncheck Store and display a list of recently opened files.
~Uncheck Store and display a list of recently opened programs.
~Hit OK and you are finished.

Now the applications that you launch and the documents & photos that you look at are no longer recorded.

Source www.tweakvista.com