So, you went to a porn website and now you're afraid the wife will find out, or worse, may click the browser history link and go there herself, resulting in you getting thrown out of the house.. forever. Ok, I can understand your concern.
You must say what browser you are using that needs it's history files deleted.
I'll do you a favor and show how with just the two most popular ones out there right now.
FireFox: At top of widow, click "Tools" then the Privacy button, Check the box that says "Clear history when Firefox closes" and then click the "Settings" button next to it that just became active. A box with lots of checkboxes shows up. Check every box there is except "saved passwords" and "Site Preferences." Now click OK, and then Ok again. all boxes have dissapeared now. Shut down Firefox. Wait 5 seconds and re-start firefox. All history is gone.. see? Now you can go back and un-check the "Clear history when Firefox closes" and it all looks normal again.
Internet Explorer 8: Start IE8. Click "Tools" at top of window. Select (click) "Delete browsing history."
That's it, you're done.