@ Seems somewhat useless

You are right to ask: "... how they clean data in the swap file"

The answer, of course, is that 'Clear Private data' functions (aka 'pron mode') do not clear the swap file. You need to do that manually. It's a cinch on most Linux distros because the paging files are usually on their own partition. It's not quite as straightforward on Windows but El Reg has this very useful article:

http://www.theregister.co.uk/2007/05/05/wipe_swap_file/

You also state "...the physical files are still on your hard drive for a forensics expert to easily retrieve..." Yup, of course simply deleting a file does not remove it. Over-writing it does, however. Stephen Gould's CleanUp! (see my comment above) has an option 'Fully Erase Files (Wipe Clean)' which is better than nothing.

But a much better bet is to use the free well-established utility called Eraser. This gives you a choice of over-write methods including 35-pass Guttmann algorithm and the US DoD standard. You can erase individual files and you can erase all the free space on a disc. The utility also includes DBAN (Darik's Boot and Nuke) utility, a bootable 'nix app that first erases then over-writes entire hard disks (very useful if you want to dispose of a computer or do a *really* clean install). details are here: http://www.heidi.ie/node/6