The feature you're referring to is "Jumplists". Unfortunately, the existing jumplists destination can't be edited. However there are third-party tools that allows you create custom Jumplists as you wish. Here are some references:
jumplist-extender - A custom jump list creator for any program on Windows 7 - Google Project Hosting : https://code.google.com/p/jumplist-extender/
Jump List History location?https://social.technet.microsoft.com/Forums/windows/en-US/92b90228-2f08-4558-9c4d-6e66e103a5cf/jump-list-history-location?forum=w7itprogeneral