In some fashion, yes.
The easiest (though not the most thorough) way to cover your tracks is to (in IE) click on Tools, Internet Options, Delete Files, check "Delete all offline content", and then click Ok. Once that finishes you still be looking at the Internet Options window. Push Clear History too while you're there, hit ok when prompted. After you return again to the Internet Options window, hit Ok, and your done.
Other than that, clear out your Temp and Cookies folders if you really did something bad.