Not cookies. History is the list of links you've visited. It's a record within your browser so it knows where to go to when you hit the "Back" button. Different browsers have different ways of displaying it but you can usually access the list and clear it. I can tell you how on a Mac using Firefox, Safari, or Internet Explorer. However if you're on a PC I don't know if the software is exactly the same. I know IE is different across the two platforms and there is no PC version of Safari.

Before they made me they broke the mold!
http://home.roadrunner.com/~kflach/