How do i make the history in Run go away?

Clean Autocomplete in IE

K how do i make it automatic?

You can do this by using TweakUI and selecting the option to clear document history on exit. It's under the explorer tab. Or you can use this registry key info located here.

If you don't have TweakUI and are using Windows XP you can find it here.

K how do i make it automatic?

<{POST_SNAPBACK}>

You disable autocomplete

You can also search the registry for MRU (most recently used) and delete all subkey entries that are found.