It is kind of weird that she'd be looking at your history - I mean what horrible things could you possibly be searching for?
"Ways to kill your girlfriend though e-mail"
That said I don't think it's the worst thing anyone has ever done. It's like whenever my girlfriend receives a text message and the phone is near me I'll always want to read it. No reason really, just curiosity/nosiness. Maybe she just got really bored one day and wanted to see what you were up to, then lied about it because she didn't want to look like a weirdo that spies on people's web history.
I guess the sensible thing to do would be to talk to her about it and try and see what she's so worried about you doing but if I were in your position I doubt I'd do this, so I don't know what to suggest.
In other news according to my web history I'm retarded: