Chaim,

The open project options are on Tools-Options-View page.

The only ways to disable the saving of the command window is to do one of these two things;

Shut off the resource file (a real pain)
Disable the recent history stuff in windows (affects everything)

What I do is to just leave it there. I often find myself scrolling up to reexecute a complex command I just did yesterday without typing it in again, adn whenever it gets irritating, right-click CLEAR and it is gone.