This seems to work on Win 7, IE11:
Switch @OSArch
Case "X86"
RegWrite("HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\Privacy", "ClearBrowsingHistoryOnExit", "REG_DWORD", "1")
Case "X64"
RegWrite("HKEY_CURRENT_USER64\Software\Microsoft\Internet Explorer\Privacy", "ClearBrowsingHistoryOnExit", "REG_DWORD", "1")
EndSwitch
May not work for other versions of IE, try to google registry key. For IE 8 it seems to be HKEY_LOCAL_MACHINESoftwarePoliciesMicrosoftInternet ExplorerPrivacy : ClearBrowsingHistoryOnExit
Registry locations of other settings: http://support2.microsoft.com/kb/182569
For example, enabling programmatic clipboard access:
Switch @OSArch ;Enable clipboard
Case "X86"
RegWrite("HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\Zones\3", "1407", "REG_DWORD", "0")
Case "X64"
RegWrite("HKEY_CURRENT_USER64\Software\Microsoft\Windows\CurrentVersion\Internet Settings\Zones\3", "1407", "REG_DWORD", "0")
EndSwitch