I have experienced that many times. The auto-complete history just won't go away right?
If that is the case, it may be that you have a corrupted history file. Go to
PurgeIE.com and download PurgeIE. Follow the instructions, and hopefully, you can get rid of all of them.
It's a handy software to have installed, because I found that this sort of things always happen with Microsoft's softwares.