In my college they dosent allow us to visit some website like orkut,facebook etc
Then, why are you visiting them? LOL
Is this on a school computer or your personal computer? If a school computer, I'd think you sites would simply be blocked if you're not supposed to visit them. If it's your computer, then I'm wondering why you're asking the question.
If the web browser involved here is IE 7, go to Tools, Internet Options, General, and click on Delete. On the next screen, at least select History; that will clear the history of websites visited, they will no longer appear in the address bar.