Please help!

I delete my "temporary internet files" regularly, and also the pages, that I've visited. (Sorry, I don't know the correct english word for that).
Now I have the problem - since I visit LHC, I can't delete these pages from my cache... I mean, if I delete all cookies and temporary files, and then start with typing the URL in the internet explorer, it still remembers them... ONLY them! All the others are really gone.

Is there anything, I can do about it? Where is the URL of LHC saved on my computer? Do I have a virus or something?

I hope, I explained it well, and somebody can help me!!

Thanks!!
ridingirl