Hey guys!
Had the same problem with Internet Explorer 9 but none of the presented solutions did help (cause this is my private PC and so it is not controlled by an IT department). Actually editing the relevant parts with Registry Editor or through Group Policy worked, so they de/activated the IE options respectively grayed them out. HOWEVER regarding the grayed out option 'Delete browsing history on exit', I only managed to alter the setting (checked<>unchecked) but basically the option (Internet options / General / Browsing history) remained grayed out

But I found the solution: I remembered that I had used a customization program for my Win7 DVD, called 'WinToolkit'. There I had set up, that browsing history should be deleted by default (in order to have set this option with every coming Win7 installation). So this could be the reason why your box is grayed out! Either you, or your IT-admin has used such a customization tool for the Win7 installation media!
However one can resovle it by deleting some REG-keys which were set by one of these tools. As always: backup the regarding REG-keys before!!!

I had a PC which was installed with an original Win7 DVD media and one installed with the customized DVD media. I compared the REG-keys mentioned all over the internet and found out that my customized Win7 installation had some additional REG-keys. I deleted them, closed the REG Editor, rebooted and everything worked again: the box was active again instead of grayed out :)

So here we go:

1) Click "Start." Type "Regedit" in the Search box and press "Enter." Click the "Yes" button on the UAC dialog. This opens the Windows Registry Editor.
2) Navigate to "HKEY_CURRENT_USER \ Software\ Policies \ Microsoft \Internet Explorer" on the left pane. Right-click it and export the REG-key in order to be able to roll it back if needed.
3) Beneath there should be only one subfolder called "Control Panel" (where the Group Policies are stored). If you find an additional subfolder called "Privacy" delete it! This is the additional REG-key I mentioned above, which causes the 'grayed-out-behaviour'. This 'Privacy-subfolder' does not exist if you installed your PC with an original Win7 DVD media.
4) Now go to "HKEY_LOCAL_MACHINE \ Software\ Policies \ Microsoft \Internet Explorer" on the left pane. Right-click it and export the REG-key in order to be able to roll it back if needed.
5) Again: beneath there should be only one subfolder called "Control Panel" (where the Group Policies are stored). If you find an additional subfolder (in my case there wasn't any additional folder) called "Privacy" delete it! This is the additional REG-key I mentioned above, which causes the 'grayed-out-behaviour'. This 'Privacy-subfolder' does not exist if you installed your PC with an original Win7 DVD media.
6) Close the Registry Editor, restart your computer and you are done. The box shouldn't be grayed out any more.

Hello,
I have disabled history deleting for our office, how do I now, as the administrator, view the un-deleted history?

Thank you in advance!
Megan

Thanks for responding Shawn.

So are you saying that once I Merge the .Reg, then the "delete" will be grayed out for all of the users? If so, it did not happen.

It is only grayed out when I am logged on which is the Administrator. When I go into the children's username, their "delete" still shows up and not grayed out.

Forgive me if I am being slow. But it was very simple for my username but I just cannot figure it out for them.

Thanks Shawn. I restarted the computer and it's still the same. My user is the only one that has the delete disabled.

Any other suggestions? I don't know...maybe I'm missing something that's very simple.

Here is what I did:

1. I logged on to my user (which is Administrator)
2. Downloaded the .reg
3. Saved it to desktop
4. Did all of the other steps (run, yes, yes, ok)
5. Went back to IE and it was grayed out.

Log in to the other user accounts and the delete is still there. Is there something I should do in the other user accounts?