Steps to delete the run history by regedit

Step1 :   Goto start menu--->  Run--->  Type regedit

Step 2 :  One Window wil pop-up of registry

               In that Goto 

               HKEY_CURRENT_USER--> 

               Software-->                      

               Microsoft--> 

               Windows-->  

               CurrentVersion--> 

               Explore-->                   

               RunMRU

Step 3 : Select the entries you want to remove on the right 
              window pane, and press del & close the regedit

Step 4 : It wil not effect untill you restart or log off