Uncheck that box.  If that check was on, that explains why you could never see any history. If that check mark was not in that box, your child is hitting the "Delete" button before they close the web browser.  If they are smart enough to cover their tracks, you may want to purchase some surveillance software to basically spy on them.  There are some really in expensive ones like www.gpsoftdev.com has SSPro for $30 at the time this article was written.  It can email you screen shots and logs of websites visited as well as chat messages, programs accessed and more.