Conspiracy theory or what? Of course no such log exists.

True, Windows modifes a lot of stuff all the time

It logs cookies (of course, otherwise what would be the point). It uses a cache (to speed things up). True, some URLs do sometimes creep into one or two other places, but it's not deliberate logging:

a) Even the logistics of gathering logging from everyone's PCs would be mind-boggling
b) If "they" wanted to log all the web pages you visited, they would bug your ISP as it's much easier and more reliable (like "they" can do here in the UK)
c) Even M$ aren't that stupid.

Perhaps you've recieved a knock on the head, or been abduced by aliens lately?