Jump list, which unlike the Stack of Mac OS X, has no option to customize or remove any item within itself.
It is quite easy to remove some items in the Jumplist which you do not wish to be listed.
Click the Start button and paste the following location in the start menu search field and hit Enter from keyboard:
You must have all Explorer Windows closed before doing it. Opened non Microsoft programs (Like Opera Browser) or Windows Live applications has no problem if they are kept opened.
You have to look for the dates to get an approximate idea what you want to delete. There is no other way. For example we have cleared all the saved files there, so the Jump list shows destinations as:
After browsing folders, the Jump list is going rebuild again: