How to clear connection history in SQL Server Management Studio?

Clear Connection History in SQL Sever

NOTE: before deleteing or modifying file, it's necessary to exit SSMS (SQL Server Management Studio)!!!
If you do not exit before delete-ing the file, even after deletion of the file, SSMS will again write into file on exit.
Windows 7
For SQL 2008 delete the file:
C:\Users\<USER>\AppData\Roaming\Microsoft\Microsoft SQL Server\100\Tools\Shell\SqlStudio.bin

Windows XP
For SQL 2008 delete the file:
C:\Documents and Settings\<USER>\Application Data\Microsoft\Microsoft SQL Server\100\Tools\Shell\SqlStudio.bin
For SQL 2005 delete the file:
C:\Documents and Settings\<USER>\Application Data\Microsoft\Microsoft SQL Server\90\Tools\Shell\mru.dat