|Start - Run - type: regedit , press Enter.|
Go to the following location in the Registry on the left side of the screen (in the Registry Editor window)...
HKEY_CURRENT_USER → Software → Microsoft → Windows → CurrentVersion → Policies → Explorer.
Click once on the Explorer folder to highlight it.
On the right side of the screen (in the Registry Editor window), if there is a line
RIGHT click on the beginning of that line, select Delete.
How to Delete Run History in Windows
and how to have your Run history automatically deleted every time you start your computer.
My XP installation is not set to delete the history of anything, which is the default situation for XP
I searched my Registry in XP - ClearRecentDocsOnExit
is not at the above location, or anywhere else in the Registry, therefore, if that line is there in your Registry, if you delete it, the Run history will no longer be automatically deleted.