Quote from Microsoft Website .... see if this helps :
There are a few ways you can clear your tracks in Internet Explorer 8
- Proactively with InPrivate Browsing - Internet Explorer 8 provides you with a choice over when your browsing habits are being recorded.
- Begin InPrivate Browsing by opening a new tab and selecting Browse with InPrivate from the menu on the page. You can also begin InPrivate browsing by opening a new page and selecting InPrivate Browsing from the Safety button on the Command bar. Once you complete this action, Internet Explorer 8 will launch a new browser session that won't record any information, leaving no evidence of searches or webpage visits. To end your InPrivate Browsing session, simply close the browser window.
- Reactively with Enhanced Delete Browsing History
- Now you can choose to preserve cookies and temporary Internet files for sites in your Favorites folder, thereby enabling those websites to remember user preferences and display faster while you browse. This added functionality helps you protect your information while ensuring the functionally and ease-of-use of your trusted favorite sites.
- To clear your tracks after you've browsed click Safety from the Command bar and select Delete Browsing History from the menu to open up a page of options. From here you can choose a number of options to keep your browsing private. Place check boxes next to the items you wish to remove and click Delete to cover your tracks
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