I've just done a check, using winXP home, and the storage location is;
And the recently used files are prefixed with MRU.
You can delete the relevant entry if you wish. However, I note that deleting the MRU1 entry means that Access then didplays none in the box you refer to, until another MRU1 is created, by you opening a file.
Frankly, I wouldn't bother... just let it work it's way out of the list as you open more databases!