If you're talking about the list that appears when you open the start menu, you can right-click on your task bar (the bar at the bottom, somewhere between the start button and the clock).
Then go to the "START MENU" tab, and click "CUSTOMIZE". Under "GENERAL", click "CLEAR LIST."
At least, that's what I think you mean by "icons from past items". If this didn't answer your question, could you take a screenshot of your desktop and circle what you want to be removed? Then upload it to an image hosting site like photobucket, imageshack, or tinypic?