AOL may do something to your computer because when I click on Tools/Internet options I can click on "Delete cookies" and "Delete Files" under the "temporary Internet Files" tab and then under the "History" tab click on "Delete History" and EVERYTHING is deleted.

Maybe we are misunderstanding what "deskbar" is. When I go to a site I type the url in the "Adress Bar" at the top of the IE screen, then click "Go" to go there.