For media player (in this case version 9), Choose TOOLS -> OPTIONS -> PRIVACY then UN-tick every option.
Internet Explorer - TOOLS -> INTERNET OPTIONS -> GENERAL then click 'DELETE FILES' (including offline content), change DAYS TO KEEP PAGES IN HISTORY to '0', CLEAR HISTORY then download a program called ERASER from
here (free) and use it to erase all unused space.
Then change to an alternate browser such as Firefox for all your 'personal' browsing, taking care to set all history storage to a minimum. Install Linux on a separate partition for this purpose if necessary, preferably on a removeable hard drive which you can place in a safe when not in use.
Bury the PC in the garden NOT YOUR GARDEN YOU FOOL THEY ALWAYS LOOK THERE and line your room with foil (taking care that there is enough left over for a hat), avoid built-up areas and do not carry a mobile phone. Remove the metal strip from all banknotes and pay for everything in cash. Wear a mask. I can't talk anymore, they might be listening.
But seriously....I did a lot of research on this sort of thing at one point. Basically, you cannot hide anything you have done on the internet. Nothing. You can get rid of information created on your computer, provided that it has never left your PC - by physically destroying your hard drive and RAM.