I'm guessing he means his Internet History file. It is located in the "Windows" directory (My Computer > C Drive > Windows > History). Here you can view your history of previously visited websites. You can also access you history file by opening up Internet Explorer and clicking, View > Explorer Bar > History. You can deleted websites from your history by right-clicking and selecting delete. However you may remove the whole of your History by right clicking on your desktop on the Internet Explorer icon, selecting properties and then "Clear History" in the box.
Note all of the above applies to the Internet Explorer Browser,
Retro.