First, disable Resume > How To Disable Lion's 'Resume' Feature - MacRumors.com
Next go to ~/Library/Caches/com.apple.Safari
Move the Cache.db file from the com.apple.Safari folder to the Trash.
Restart your Mac.
~ (Tilde) character represents your Home folder
For Lion v10.7 To find the Home folder in OS X Lion, open the Finder,
The place where the MacRumors article directs one to go no longer exists in Mac OS 10.8.2. The feature is still controlled by the General pane in System Preferences, but now the user should check the box next to, "Close windows when quitting an application".
It's also important to delete only the file "Cache.db" in the com.apple.Safari folder. Don't delete the entire folder because that would delete all Safari extensions that you or an application might have installed. Only delete the cache file.