if you wanted to look something like that up in the registry, you would start with searches sites you know whold be in there. Most you might find would be the addresses you typed in, tho.
Your cookies are a good thing to look through, though. Those tend to stay for ages. It won't be fun, but they are in that folder mentioned above (I think... long time since I seriously used IE).
Also, check to see if you bookmarked the site. I've bookmarked sites on the fly and forgot about them and went looking 6 months down the road and it'd be in there.