Note: If you're asking for technical help, please be sure to include all your system info, including operating system, model number, and any other specifics related to the problem.
Whats your OS?
It sounds like you have IE,click HERE
Do you also clear cookies and temp files?
If you are comfortable with the registry,you can try this.
Have you ran any spyware programs?
I try to delete/clear the history from time to time by doing Tools --> Options --> delete files(check delete all offline content) and then Clear history.
Even after doing all the above some web site names are not cleared. Not sure why? Does it mean any spyware running? Please suggest.