Internet Explorer 8 introduced InPrivate Browsing feature using which users browse privately. The same feature is also available as part of IE9. The InPrivate Browsing is available in Internet Explorer 9 as part of the can be launched using the Internet Options.
Click the Tools icon available on top right hand side of Internet Explorer.
Navigate to Safety menu and Select InPrivate Browsing from the available menu list.
The following browser window will displayed and if you browse using this window, then the browser session and history will not stored by Internet Explorer 9.