Internet Explorer 9 has tremendous improvements over its predecessor. However with all the modern browser pushing to respect user privacy. IE 9 had the pressure to do that. Now with IE 9 you can enable do not track feature which will enable privacy and protection. Following is the what do not track means:

Do Not Track is a technology that enables users to opt out of third-party web tracking, including behavioral advertising. At present a user cannot opt out of many of the hundreds of tracking services and advertising networks; those that do allow opting out each require setting (and not deleting!) an opt-out cookie. Much like the popular Do Not Call registry, Do Not Track provides users with a single, persistent setting to opt out of web tracking.

Click on the Tools (Gear) button or press Alt-X in IE9.

Go to Safety in the pull down menu.

Select Tracking Protection in the sub-menu, which will open “Manage Add-ons” dialog box directly on Tracking Protection add-on type.

Click on Your Personalized List.

Click on Enable button in the lower-right corner of the “Manage Add-ons” dialog box to turn on Do Not Track feature.

Once enabled, IE9 will start automatically generate a list of blocked third-party operators in the Personalized Tracking Protection List based on third-party contents hosted on the sites you visit. IE9 monitors if a third party is delivering content to more than a few websites, which indicates it may tracking the web users.