RegEdit
HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\Main
Change the entry "Default_Page_URL" to whatever you choose.
Close RegEdit
Go to "Internet Options" in Internet Explorer and on the "General" tab click "Delete..." clear the check box next to the very top option "Preserve Favorites website data", select at least "Temporary Internet Files", "Cookies" and "History" then click "Delete" at the bottom.
Done.