Perhaps your PC may be "locked down" with no administrator rights, or your domain is running an application white list.
Lastly some NZ on-line banks refuses to use anything but Internet Explorer.
"InPrivate" disables saving cookies, history, add-ons, and changes to the registry.
So a handy way to get "InPrivate" working is use this keyboard shortcut:
"Ctrl" "Shift" "P" will start a new "InPrivate" Window.
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FOR SERIOUS GEEKS ONLY
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I'm sure someone will be quick to point out that running a "InPrivate" or a Sandbox doesn't stop your ISP and any interested government from recording your Internet history.
But it'll stop your spouse from seeing your web cruising (unless he/she uses a keyboard sniffer, or turned on local logging at your firewall)
If you have administration rights on your PC, create a shortcut as follows, and use it instead
"C:\Program Files (x86)\Internet Explorer\iexplore.exe" -private
There's also programs that create a sandbox around Internet Explorer.
http://www.sandboxie.com/index.php?InternetExplorerTips
For Enterprises, this group policy will disable InPrivate
User Configuration ... Administrative Templates ... Windows Components ... Internet Explorer ... InPrivate ... Turn off InPrivate Browsing
You may have discovered that Google and Hotmail seem to remember your credentials even when used
"Tools"
"Internet Options"
"Delete..."
and chose everything
From NirSoft "Recover lost Internet passwords" utility
http://www.nirsoft.net/utils/internet_explorer_password.html
Internet Explorer stores the passwords in different locations, depending on the version of IE, and the type of the password:
* Protected Storage: The 'Protected Storage' is a special secret location in the Registry that was used to store all the passwords of Internet Explorer in versions 4.0 - 6.0 The Registry location of the Protected Storage was HKEY_CURRENT_USER\Software\Microsoft\Protected Storage System Provider. Starting from version 7.0 of Internet Explorer, the Protected Storage is no longer used for storing passwords.
* Registry (Storage2 Key): Starting from version 7.0 of IE, all AutoComplete passwords are stored in HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\IntelliForms\Storage2 Registry key. The passwords are encrypted with a key created from the Web site address, so it's not possible to get the password without knowing the Web site address.
*Credentials File: Starting from version 7.0 of IE, HTTP authentication passwords are saved in the Credentials file of Windows, together with other network/login passwords. The Credentials file is located in the following locationsWindows XP/2003: Windows Profile\Application Data\Microsoft\Credentials\User SID\Credentials and Windows Profile\Local Settings\Application Data\Microsoft\Credentials\User SID\Credentials
Windows Vista: Windows Profile\AppData\Roaming\Microsoft\Credentials\Random ID and Windows Profile\AppData\Local\Microsoft\Credentials\Random ID
If you want to "cover your bases" even further, you may consider using these two options
* the TOR network (Google "TOR")
* paying to use a VPN service (Google "VPN anonymous")
I'm not going to discuss the implications of using either of these options.