I use 'CleanupPro' avail from Loose-screws etc, so in Step.rc I put : LoadModule "$LitestepDir$cleanuppro.dll" and to use a hotkey to delete I put something like this in Hotkey.rc:
(I've edited the next part due to cut/paste error, should be fine now ;\ )

*Hotkey CTRL+SHIFT X !Confirm "Purge thy bowels? Answer carefully!" "Mass Delete" [!Execute [!CLNIECACHE] [!CLNTEMPDIR] [!CLNRECYCLEBIN] [!CLNRECENTDOCUMENTS] [!CLNTYPEDURLS] [!CLNAUTOCOMLETEPASSWORDS] [!CLNURLHISTORY] [!CLNIECOOKIES] [!CLNGOOGLEBARHISTORY]] !None

Probably a much better way to do it, but this seems to work ;)