If your not using the Firefox browser, I suggest you get it. You can configure it to clean a lot of your history as soon as you close the browser. Also download the free ccleaner, this will erase a lot of your tracks and free up memory.
Be warned, deleting all cookies as per above, will also mean some of your regular sites will not recognise you.
Eg Answerbank. This means you will have to log in from scratch. So make sure you know all the details you will need to log back in - (username, the e-mail you used to register, passwords etc. etc.) - before you delete your cookies.
Perhaps there should be a;
Tools > Internet Options > Delete All Evidence of P*rn And And other Internet Filth Before The Missus Sees It