I'm gonna take a stab at this but I may be totally wrong.
I don't think something you post on a message board would appear anywhere on your hard drive. I think what "they" are talking about is when you already have some file on your drive and you delete it, it still isn't really deleted. Some in-the-know computer person can dig it out of the drive somehow because it isn't actually erased -- the space is just allocated as free space or something.
BUT.....here's something I discovered...
Once I was searching for a file and a list of files came up and one of them was in this folder called content.IE5. When I went to look for the folder which I had never heard of, it wasn't there - or more accurately, it didn't show up. It's a hidden folder that IE uses.
When I clicked on the file that was within the folder and got access to the folder there were all these internet-type files in different folders and there were quite a few files from DS Forums -- mostly graphics from the board like smileys, people's avatars, etc. Seems like IE uses these folders to store things from websites and stuff, I assume so that they will load faster or something. Don't really know.
But anyway, I've seen programs advertised that are supposed to wipe all traces of whatever off your drive so that they can never be recovered by anyone, but never used one and don't know much about them.
Signed,
Free info from an unreliable source