In windows98, windows media player stores the recent viewed files address and there was no option to remove this privacy from player...some of virusscan provides some utility of cleaning but some of them not work.
To clean manually follow this:
Click 'start' and go to 'run' and type 'regedit' (only regedit) and click ok..it lauches registry editor.
Navigate this key--
HKEY_CURRENT_USER\software\microsoft\mediaPlayer\player\recentURLList\ here check right side for values...delete values which shows file address
DO NOT DELETE 'DEFAULT' key
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Note: Do not modify/remove any other keys of registry this may cause critical error to system.
