Hay una API que podes utilizar para autocompletar datos con el historial, se llama SHAutoComplete, con la constante SHACF_URLHISTORY , aca te dejo un ejemplo.:
'Code by Lúcio Chaves (
luciochaves@bol.com.br)
'This program needs a textbox ('Text1') on a form
Private Const SHACF_AUTOAPPEND_FORCE_OFF = &H80000000
Private Const SHACF_AUTOAPPEND_FORCE_ON = &H40000000
Private Const SHACF_AUTOSUGGEST_FORCE_OFF = &H20000000
Private Const SHACF_AUTOSUGGEST_FORCE_ON = &H10000000
Private Const SHACF_DEFAULT = &H0
Private Const SHACF_FILESYSTEM = &H1
Private Const SHACF_URLHISTORY = &H2
Private Const SHACF_USETAB = &H8
Private Const SHACF_URLALL = (SHACF_URLHISTORY)
Private Declare Sub SHAutoComplete Lib "shlwapi.dll" (ByVal hwndEdit As Long, ByVal dwFlags As Long)
Private Sub Form_Load()
SHAutoComplete Text1.hWnd, SHACF_DEFAULT
End Sub
Espero que te sirva. salu2!!