Safari 4 automatically stores previews from the sites you vist. If you do not like this feature and want to turn it off, do:

Open a Terminal and enter

defaults write com.apple.Safari DebugSnapshotsUpdatePolicy -int 2
rm "Library/Caches/com.apple.Safari/Webpage Previews/*"

Quit Safari and relaunch it.

To turn it back on, do:

defaults write com.apple.Safari DebugSnapshotsUpdatePolicy