Try "right-clicking" on your taskbar, then "Properties". Select the "Start Menu" tab, then access the "Customize" options at the bottom.
If you are running the Modern Start Menu, the option to clear your recently accessed files will be under the "Advanced" tab at the bottom. Whereas if you are using the Classic Start Menu, the option will be right on the first page of the Customization.
Hope this helps,
I am running windowsxp pro SP2, how do i delete the list of MY RECENT DOCUMENTS from the desktop without going 1 x 1. I could do it in Windows ME but can't find it here, thank you