The default list options are: programs files (ex. Word), windows files (ex. Calculator), Internet Links (from Favorites folder), Select All, and the private option. By using Ctrl + LeftClick you can mark several options together. The private option enables you to see all the Websites you've visited in the last few months.

After clicking the Advanced button you will have more List Options:Non-Executable files, Guide and Install files and Recycled files.

Use Delete on your keyboard, if you want to send a link to the Recycled files. If you delete a Website from the private list, it won't appear again in that list.