It depends on what level of security you are looking for.
CCleaner is very good and completely free.
http://ccleaner.comAlso be sure to get your hands on Eraser, a software that overwrites the entire file upon deletion (the normal deletefunction simply marks the file as a place that can be overwritten when needed, but it will still be left on the HD unless you use the drive a lot)
http://www.heidi.ie/eraser/download.phpIf I were you I would run CCleaner (with the secure delte option enabled), then reinstall windows, and then have Eraser overwrite all free space on the HD. The last part would probably take a few hours but it is definetly worth it.
(I would also advice you to not install or use Evidence Eliminator wich is suggested in Funky's thread, that program is very unstable, expensive, and there has been a lot of controversy around the marketing of it)
http://ee-sucks.tripod.com/