These are jump lists and are maintained by Windows. To remove an individual item from this list, right click on it and choose "Remove from this list". To remove all items, right click Taskbar -> Properties -> Start Menu tab (on Windows 7) or Jump Lists tab (on Windows 8). Uncheck the option "Store and display list of recently opened files (Windows 7)" or "Store and display list of recently opened items in Jump Lists (Windows 8)".
If you want Windows to stop maintaining recently opened documents for only a specific extension/file type, follow this guide:
http://www.officehackery.com/2009/11/hi ... ndows.html (Requires a free tool from NirSoft called FileTypesMan which can easily set the registry values).