I've found it best to be frank with my manager;
hey this new policy is a good thing, but I've got some junk on my system and I want to comply, so I've been deleted everything that I've placed on the PC. You already have backups so it's known that this occured, but I want to be a team player and keep your trust -- I LIKE WORKING HERE

yea, it's a kiss up but your career is worth it (I hope).