the thing that you described is correct.  are you typing it into some other search bar or something??
if you're doing it on a constant basis and really paranoid about getting caught i've compiled a list of
other things to do make sure your stash is safe:
Get the Opera browser and dedicate it to porn.  it has a lot of features that firefox doesn't have that make it extremely porn friendly. automatic page browsing by holding left click and right clicking.  It also has a "Delete ALL private data" button.
anything is better than internet explorer.
anyways, the next part is tricky if you've never done it before.
go to start->run, type in regedit.
on the left hand side expand the folders to find
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\
Explorer
-on the right hand side right click an open space and choose new->DWORD value
-for the name type "NoRecentDocsHistory"
-now double click it and set the value to 1 .
In addition, to take it out of the start menu all together, add the value "NoRecentDocsMenu" with the same values as above.
This will eliminate the pesky "Recent Documents" folder which shows all the files that have been opened (these are also kept in the hidden folder c:\documents and settings\\Recent)
-You will probably need to log out of windows
^^^^
you can also do this for HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Policies\
Explorer
but this affects every user that logs into windows..
----
The next thing you want to do is go back into regedit and find:
HKEY_LOCAL_MACHINE\Software\Microsoft\MediaPlayer\Preferences
on the right hand side if the value "DisableMRU" doesn't exist, right click (as before) and choose new->DWord Value.  you'll want to set the value of this to be 1 as well
Now, whenever you open up a movie in windows media player (only wmp), it won't store it in the recent file list.
simple tips to keep your girlfriend.
________________________________________
Puttin the 'O' back in C untry
"I realize the filming is garbage, but we were 2 guys filming our buddy fuck a milf, trying not to get caught." -skiinsted