Right-click on your desktop background and select [Properties].
From the “Display Properties” window, select the [Desktop] tab.
Select the [Customize Desktop…] button at the bottom.
Uncheck the “Run Desktop Cleanup Wizard every 60 days” box and click the [OK] button, and then click the [OK] button on the display properties window.
That should be it!
At least for Windows XP, this list is stored in the registry:
It looks like there are values a through z off of RunMRU, plus (Default) and MRUList. There is string value in MRUList: e.g., “nkvlsawbhczeyoijfugrtdxpmq”, which determines the ordering of MRUList entries.