IE10's Internet Options dialog should now be displayed, as shown in the example above. Click on the General tab if it is not already selected. Towards the bottom is the Browsing history section, containing two buttons labeled Delete... and Settings along with an option labeled Delete browsing history on exit. Disabled by default, this option instructs IE10 to remove your browsing history as well as any other private data components that you have selected to delete each time the browser is closed. To enable this option, simply place a check mark next to it by clicking on the empty box.
Click on the Delete... button, circled in the example above.