I'm not sure if this is above your skill level or not, but give it a shot.

1. Open the Registry Editor.

2. Navigate to the following string:
HKEY_CURRENT_USER\Software\Policies\Microsoft\Internet Explorer\Control Panel

If you get to the Microsoft key folder and don't see keys for Internet Explorer\Control Panel, you'll need to add Internet Explorer as a subkey of Microsoft and Control Panel as a subkey of Internet Explorer.

3. Go into the Control Panel key folder and create a new DWORD value (REG_DWORD). Name it History. Right-click the History value and choose Modify. Change the data from 0 to 1.

Immediately, your "Clear History" options will become grayed out in your IE Tool menu. When you open the History menu, you'll no longer see an option to delete selected URLs by right-clicking them. If the tweak isn't working for you, close and relaunch any instance of IE you have running.