If you want to clear Recent Commands From the Run Dialog in Windows XP use the following steps
1) Right-click on the taskbar and choose Properties
2) Choose Start Menu and Select the “Classic Start menu” option, and choose the Customize button.
3) Now just click the Clear button to remove all of the recent documents and applications from the start menu.
Once you’ve finished that, you need to click on Cancel and then Cancel again to make sure you don’t switch to the Classic Start menu.
Note:-This method will clear out everything
Open up regedit.exe through the start menu run box, and then navigate down to the following key