In Windows XP/2003 My recent documents list can be cleared as per the steps described below. For Vista/Windows 7 see the post How to delete Recent Items list in Vista or Windows7
- Right click the Start button and choose Properties
- Make sure that Start Menu tab is active.
- Click customize
- Click on Advanced tab
- Click on Clear list (see the snapshot below)
- Click OK.
In Vista and Windows 7 Recent Documents is renamed as Recent Items.