InPrivate Filtering in Internet Explorer (IE) helps you manage which content providers you’re okay sharing your browsing history with. You can block all content providers or choose which to block and allow.
InPrivate Filtering isn’t enabled by default. If you enable it, it’s only on during that browsing session. Once you close IE, it will be disabled the next time you open it. However, you can force IE to retain the InPrivate Filtering settings by modifying this Registry entry (or create it if it doesn’t already exist):
Key: Software\Microsoft\Internet Explorer\Safety\PrivacIE
DWORD Name: StartMode
DWORD Value: 1