How to get Windows not store de list of recent documents

Start>Run and type in regedit. Browse to the key

[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer]

and click on it. In the right pane, create a new DWORD value named NoRecentDocHistory. Right click on it, choose Modify and set is to "01 00 00 00". Repeat the method for NoRecentDosMenu.

Reboot Windows.

You can execute these instructions by downloading this script which will do the task for you.