There is one more thing not to be forgotten though it's more important in real secure systems - swap file. Not saving data to file doesn't mean they won't be saved by operating system. Memory pages must be set as not swappable and it wasn't working well in windows 98, maybe it is on XP... Antoher solution is to encrypt swap file (easily done in Linux, not sure about windows) or to disable swapping (often not recommended).

Real, secure application will also wipe data from memory when they are no longer needed (by writing there many times some random garbage bytes)...