white dove - put a password on your computer? easier than hiding the mouse and keyboard?!
On topic, yea just use private browsing, in IE8 it's called InPrivate browsing, in Safari go to safari > private browsing, on Chrome start a new incognito window, Firefox has something similar, no idea on Opera, IE6 and IE7 don't have this feature (noone should be using these nasty browsers anyway!).
This will make sure anything looked at/downloaded during a private session will leave no traces at all.