Internet activity logs from XP?

Hello!

If I use Firefox data from the Internet (*. rar, etc.) on my hard drive, this will be somewhere in Windows XP is logged and then later to understand? If yes, where this happens and how and where can I quit after each session to delete the Internet?
Clean the history of Firefox, I always cleanse myself Manually and then select the corresponding entries and select delete. Is that enough or is there still XP on a kind of "backup" to get to this data.

For help, I would be really very grateful to you!

There is a free download called ELSAVE which allows you to clear the audit event logs.
Here is a link with a download and more details ..
http://www.ibt.ku.dk/jesper/ELSave/default.htm

Try using McAffee Quick Clean. It's very unexpensive, and deletes any track of information. including registry entries!