Is there a program that you want to clear the history or previous data from? For example do you want to clear the history of your Google Maps searches? Follow the directions below:
1) Go to Menu > Settings > Applications > Manage Applications
2) If you see your application there, click it and then click Clear Data
3) If your application is not there press Menu > Filter > All
4) Click your application and then click Clear Data
This clears any previous data from that applcation.