Brian, the only time I have seen the History Button not enabled is when you have just used it. (When there is no History to delete.)
Have you restarted your browser and confirmed whether your history has been deleted, or not?
If this is important to you, I would suggest switching to using the Firefox web browser. It allows you to delete the history with a hotkey. (Shift, CTRL + DEL). As this browser is not part of Windows, it just does what it should, deletes your history. Some how Internet Explorer just seems to either partially delete history or fight with you before it will delete it all. I switched to Firefox and have never looked back.
Pedro
February 2006