Windows Explorer common Open / Save As dialogue boxes provide a most-recently-used (MRU) list and an AutoComplete list of previously entered names.
The MRU list is stored by file type at HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\ComDlg32\OpenSaveMRU. You can delete any extension sub-key or remove individual <letter> Value Names, as longs as you rename the Value Names so that the remaining ones start with a and have no missing entries in the sequence. You must also adjust the MRUList to reflect the remaining Value Names.
You can use Group Policy to prevent the MRU list from appearing in the common open dialog by navigating to
User Configuration / Administrative Templates / Windows Components / Windows Explorer / Common Open File Dialog.
Double-click the Hide the dropdown list of recent files, press Enabled, Press OK, and exit the group policy.
You can use the Registry to accomplish this task. Copy / Paste the following to a NoFileMRU.reg file and Merge it with your registry:
To prevent the AutoComplete list from appearing, turn off AutoComplete:
1. Use Internet Explorer to open Internet Options on the Tools menu.
2. Press the AutoComplete button on the Content tab.
3. Clear the Web addresses check box and press OK.
4. Select the Advanced tab and clear the Use inline AutoComplete box. Press OK.