There are no keyboard shortcuts to do this but there are utilities to do it
for you (search for Anonymizer Toolbar www.anonymizer.com ).
You can also try setting the number of days to keep pages in history to 0
days. Internet Options - General tab
You can also display your History Explorer bar (ctrl+H) and then right-click
on an item in the history list and choose a menu item to delete the selected
History item.
