Have you tried one of the spyware/adware programs that will delete the mru lists? Ad-Aware will delete mru's. Not sure if it will for Adobe products.
Yes, including deleting a registry key that i found having an MRU of photoshop and i thought that i did the trick. But when i ran it again, there it is! The files are still there! Also tried Winwash that claims that can delete the MRU for Photoshop 7, but it doesn't work with CS2. So nothing so far! They are probably hidden in a file or something. Had a look in hidden files in My Documents, and in Adobe's directories, couldn't find it either.