Whether you are using Internet Explorer or Mozilla Firefox, IE Privacy Keeper automatically cleans up the browser history once you are done surfing the net. The program will correctly clean up all index.dat files without the need for a Windows restart.
Automatically cleans up all traces of your Internet activity at Windows shutdown, start up or when the last window of Internet Explorer is closed.

Will clean up: URL history, typed URLs (addres bar auto complete, you can keep selective URLs), temporary internet files, cookies (you kan keep selective cookies), auto complete forms history, recent documents, windows temporary files, recent file list for a few popular programs (including Media Player and RealOne Player) and more.

IE Privacy Keeper has secure deletion feature to prevent data recovery. You can specify custom files and registry keys to delete. IE Privacy Keeper is absolutely free! Special unique features of IE Privacy Keeper allow you to conceal the cleanup. You can keep selective items in the browsing history and hide the program form the list of running applications. Secure deletion will make any attempts to recover deleted items fail.

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