You can set certain actions to occur each time you close the browser.
Confirm exit dialog
You can have Opera display a dialog to confirm that you want to exit, to prevent you from accidentally closing the application. To set this, go toand check "Confirm exit".
To clear your cache every time you exit the browser, go toand in the Disk cache section, check "Empty on exit". If you would like a sound associated with exiting the browser, go to and select "Opera Exit" in the section for enabling program sounds.
To clear new cookies when you exit the browser, go toand check "Delete new cookies when exiting Opera". Cookies created during the session will be deleted, while older cookies will be preserved.
Delete stored documents
To clear any documents stored during your session, especially if you are using a public computer, selectand check "Empty on exit".