Have you used Tweakui?
If so, see
http://support.microsoft.com/default.aspx?scid=kb;en-us;301691
(this also applies to versions of Office and FrontPage later than 2000)
SUMMARY
If you click to clear the Add new documents to Documents on Start Menu check
box in the TweakUI tool, programs that comply with the Windows 2000 Logo
program no longer display the most recently used file lists (MRUs). This
includes the MRUs in the File, Save, or Open dialog boxes.