HOW DO I REMOVE INFORMATION ABOUT FILES I HAVE PLAYED?
If your version of Windows Media Player is for Windows XP or later, follow these steps to remove existing file history and to prevent future history from being saved and displayed.
For removal of a current list of files displayed on the File menu and on the Open URL Dialog box:
On the Tools menu, click Options
Click the Privacy tab, then click Clear History
For removal of a current list of files displayed on the Open Dialog box in Windows XP:
Right click the Start button on your computer, then click Properties
On the Start menu tab, click the Start menu option (note: not the Classic Start menu option)
Then click Customize
On the Advanced tab, click clear list
In order to prevent these files from displaying in the future in Windows Media Player for Windows XP or later platforms:
On the Tools menu in Windows Media Player, click on Options
Click the Privacy tab, and then uncheck the Save File and URL history in the Player check box