@Romeron,
You have
two YouTube histories that you need to clear. The history of your searches for videos, and the history of videos that you watched.
This should tell you how to do it:
http://support.google.com/youtube/answer/95725?hl=en
If it is unclear, google something like "clear youtube history" and you should find endless tutorials. It's how I found the link I just gave you. I picked this one because it appears to me to come from an official source. (Google runs YouTube I think.)
EDIT: Although I notice that you mention a website for downloading from YouTube, not YouTube itself. If you are worried about a history on a third-party download website, you'll probably need to check their help page or something. Or perhaps google "clear XXXX history" with XXXX being the name of whatever website you are concerned about.
I couldn't give a more specific answer about a third-party download website without knowing the name of website.