Deleting browser "cache" & history is much like deleting files from disk. Files "tags" (pointers) are deleted - not the file content. In any case, I would recommend you have all your browsers save their history/cache contents to the same location (e.g., c:\temp), this way any browser may be able to clear out the "aggregate" history/cache..
To clear AB cache/history when it closes...
click Tools > Avant Browser Options > Clear History>
check "automatically clear checked items..."
To move the browser cache files...
click Tools > Internet Options > Settings > Move Folder
BTW, CCleaner works great - http://www.ccleaner.com/
I currently am using Avant Browser, but have also used IE and Firefox in the past. I have my avant browser settings to clear all my history upon exiting, but for some reason whenever I come back to the browser and reopen it a lot of the url's are still saved and haven't been cleared from the history. I've tried going tools-internet options-clear history and its the same, no better. I also tried going into the directory manually, through documents and settings and deleting history for today (it was the only one which showed up), but still they were there? Any thoughts? Thanks in advance