InPrivate Filtering helps prevent website content providers from collecting information about sites you visit. The InPrivate Filtering feature is present in Internet Explorer 8 (IE8) while, the feature in IE9 is called Tracking Protection. Content providers or third-party websites could develop a profile of your browsing preferences which can be used in a variety of ways, including for analysis and serving targeted advertisements. Do not confuse InPrivate Filtering with InPrivate Browsing. For more information about InPrivate Browsing go here.
InPrivate Browsing prevents Internet Explorer from storing data about your browsing session. This includes cookies, temporary Internet files, history, and other data. Toolbars and extensions are disabled by default. To turn on InPrivate browsing click the InPrivate Browsing option from IE 8 Safety menu. When InPrivate Browsing is turned on, you will see the following indicator: