What is the location bar setting?

• Tools > Options > Privacy > Location Bar: When using the location bar, suggest: History, Bookmarks, History and Bookmarks, Nothing

Entries in the location bar drop down list with a yellow (blue on Mac) star at the right end are bookmarks.
You can remove such a bookmarked item that shows in the list if you open that url in a tab and click the yellow star in the location bar.
This will open the Edit This Bookmark dialog and you can click the Remove button to remove the bookmark if you want to remove such a bookmarked entry.

The url has what appears to be a bluish (or clear?) star on the right end. I am using a pc and not a Mac. When I left click on the star, it turns yellow. When I left click on it again, I get the bookmark dialog. Clicking on the remove bookmark will turn the star back to bluish/clear but will not remove the url out of the location bar.

I think I may have found a way to delete that url from my location history list. I was looking through my bookmarks and found a bookmark called links that has a bunch of internet, microsoft, hotmail, etc links. One was AOL. I deleted that one from the list and, magically, the connection I was getting from google to the aol.netscape\...\google.html disappeared from the location bar history list.

This does not explain why I can't get rid of every url out of the history list when I go through the Tools menu so there may still be other issues.