This depends on what browser you use to visit websites.
- If you use Internet Explorer, click Tools, Clear Browsing History, click Delete History
- If you use an older version of Internet Explorer, go to Tools, Internet Options, Clear History (near the bottom).
- If you use Firefox or Opera, go to Tools, Clear Private Data, make sure "Browsing History" is ticked, and click OK.
- If you use Safari, go to History, Clear History
- If you use Camino, go to "Go", Clear History
Now remember to close the window, and now your history has been wiped. It is not recoverable by any normal computer user or even most experts.
Full explanation and screenshots is here