SQL Server Management Studio (SSMS) keeps a list of the server names that you have connected to, and prompts you with those when you drop-down the list while making a connection:
Eventually, that list can either become messy, it can include servers that don't exist anymore, and so on. You might want to clear up the list.
To do this in early versions of SSMS, you needed to locate the SqlStudio.bin file from the Documents and Settings area in your user profile.
Fortunately, that's no longer required.
All you need to do is to open this dialog, arrow down to the ones that you want to remove, and hit the Delete key.