Hello -
I'd been searching for this answer all over google groups, and couldn't
find it. Then I finally just figured it out and thought I'd share!

To automatically clear the list of URLs in the address bar upon closing
the browser, I basically just denied all permissions for the TypedURLs
folder:

- open Registry editor
- go to HKCU\Software\Microsoft\InternetExplorer\TypedURLs
- right click on the TypedURLs folder and choose Permissions
- add yourself to the list of 'Group or User names' if necessary
- hilight user (yourself), click Advanced
- in Advanced Settings box, hilight user and click Edit
- check all permission boxes under 'Deny'
- click OK
- uncheck "Inherit from parent..."
- check "Replace permission entries..."
- OK, OK out

Notes:
- I had to do this for my own profile. It didn't work completely when
I was logged in as 'administrator' and tried to affect my regular
profile. (It wouldn't allow me to check "Replace permission
entries...")
- You might have to make yourself an administrator for it all to work;
I didn't try it with lesser permissions
- I'm using WinXP

Hope this works for you!
Ken