Go to Cnet.com for Winrar. I'd recommend it, as it can open more than just .zip and .rar files.
http://download.cnet.com/WinRAR-32-b...-10007677.html
If I understand what you are trying to do with IE. There is a box you can check in internet options that says "Delete browsing History on Exit". It is right beside your manual "delete" button (which deletes temporary internet files). That way, every time you are done on IE, browsing histories of any type will not be maintained. However, you have to exit for it to kick in. Not sure if this is what you had set up beforehand.