Mac: OS X keeps a running log of every file you download, in part so it can help you troubleshoot later on if you download something you weren't supposed to. If you're not a fan of this behaviour, Macgasm shows you how to clear out that log.
First off, if you want to see your log, you need to type in a command into Terminal (Applications > Utilities):
sqlite3 ~/Library/Preferences/com.apple.LaunchServices.QuarantineEventsV* 'select LSQuarantineDataURLString from LSQuarantineEvent'
You should see a list of everything you've ever downloaded here. Mine went all the way back to my first download after I replaced the hard drive drive on my Mac (it was CrashPlan, obviously). It also includes everything I've downloaded from a local FTP server. This is a little dubious in privacy terms, and will include files you have long since trashed. To delete the log, type in:
sqlite3 ~/Library/Preferences/com.apple.LaunchServices.QuarantineEventsV* 'delete from LSQuarantineEvent'
That should clear everything out of the log. Go ahead and run the first script again to confirm.