How do i get rid of Reviewed files?

Hello all:
I have WinME and i can see every file opened by going to Run then enter the drive letter.
I cleared RunMRU DocMRU and any MRU i found in the registry but still when i go to start and run the RunMRU is cleared but if i enter the letter “c” a pulldown menu comes with all files been opened in the past. All opened just by double clicking on them or opening the application that run them and open them from there, Can not get rid of it. Is there any thing i am missing here? I even added nofilehistory to the registry and still didnt work. Does anyone know how to clear this without a third party software?. I went to microsoft KB but still could not find an answer.
thanks for your help.