Alright I'll tell you a way of doing this without using and third party software, but you'll need to know some old DOS commands.
[OFFTOPIC]Is there anyone here who doesn't know any DOS commands?[/OFFTOPIC]
Look at your history, bookmark (add to your favorites) any sites you want to keep, go to tool, internet options, click on delete temporary Internet files, Clear cookies, and Clear History.
Now it depends on what operating system you have, Windows XP doesn't leave any personal information behind, even though the index files are still there the list of sites they contain will be gone so you can skip the next part, and just download and install
Firefox or
Opera.
Right this next bit depends on whether you have Windows ME, Windows 2000, Windows NT or Windows 95/98 and you'll need to know a few DOS commands.
Now you need to get to DOS mode, If you have Windows 95/98 go to shut down and retart in DOS mode, if you have Windows ME you'll need to reboot from a boot disc, with Windows 2000/NT press Alt+Ctrl+Delete to get to task manager click on the processes tab click on explorer.exe in the list box and click End Process, go to file new process and type CMD.
Now you're in DOS mode, now change to the content.ie directory it't be in your Windows directory or documents and settings folder, can't find them?
Try this:
cd\
dir content.ie? /a/s
Now the will apear on the screen, use the deltree command to delete them if you're using Windows 96/98/ME or del on Windows NT/2000.
Repeate the above with history.ie? and cookies.
Restart the computer if you're using Windows 95/98/ME or type explorer to get Windows back to how it was if you use Windows NT/2000.
Now download and install
Firefox or
Opera.
Good luck.