Thats right, as in Windows 2000/XP under the Documents and Settings/[User name]/Recent FIles folder - when you open something in Windows it creates the shortcut to that document.
You could try a couple of things:
To clear the list of recent documents, you will need to go to Start menu properties click on Add/Remove and the Clear button and all the documents are cleaned. Security isn't that good here since others can know which documents you opened recently. You don't want to disable the Documents menu but just want to make them disappear upon the next boot-up, you have a solution.
Use Autoexec.bat. Open it up via Sysedit or Notepad. Add the following lines
echo Y | del c:\windows\recent*.*
Save and exit. Please note that your path may differ if you install Windows under a different directory. If you are using multiple user profiles, just find your folder in the Windows directory and point to the c:\windows\yourname\recent. You can even choose to clear up only certain user profiles.
Clearing Specific File Types
If you just want to clear a specific file type only say your confidential Word Documents and want to leave the rest alone. The trick is the same with a little twist. Again, edit Autoexec.bat and add the following lines.
echo Y | del c:\windows\recent*doc*.lnk
This will search your recent documents for shortcuts with DOC registered as an extension
You could also download Tweaking Toolbox for windows from following site and this will disable the recent documents shortcuts I believe
Windows-Help
Hope this helps: D 🆒