Depending on who you're trying to erase the history from, it's either fairly simple or considerably hard...

If you're simply trying to keep family or others using the computer from seeing where you've been, erasing Internet Explorer, Opera, or Mozilla Firefox's history, clearing the cache, and dumping the cookie files is fairly comprehensive...

If, on the other hand, you're trying to erase the very existence of the fact that you visited a particular website ever, to any observer, then it becomes near impossible, unless you have some very skilled capabilities... That would involve being able to access the log files on every server your request might have gone through, and erasing traces of your IP address requesting that website at that time... Again, nearly impossible if you don't have some significant connections and/or skills, likely both..