Hello Needtoknow2, and welcome to Seven Forums.
Q1) IE doesn't have to be closed to delete it's history. If IE is open, then it'll just start keeping history of what's currently opened, but all previous history would have been deleted.
Q2) If you mean the yellow bar pop-up at the bottom of IE, then I'm not aware of a way to prevent it from showing when IE has finished deleting it's browsing history.
Hope this helps,