InPrivate Browsing mode in Internet Explorer 9 allows to surf the web without leaving any traces to use’s Computer includes cookies, temporary internet files,history and other data.If you want to start IE9 in InPrivate Browsing mode automatically, here is how.

set IE9 to start in InPrivate Browsing mode by default

Start Internet Explorer 9 in InPrivate Browsing mode automatically

The easiest way to do this is to open IE9 in InPrivate Browsing mode and drag IE favicon to desktop which creates shortcut to InPrivate Browsing mode in IE9.

setting IE9 to start automatically in InPrivate Browsing mode

Another way is to create shortcut manually, browse for New>Shortcut and type

    "%ProgramFiles%\Internet Explorer\iexplore" –private  click Next  and name it as InPrivate and click Finish.

Whenever you want to use InPrivate browsing in IE9 use that shortcut placed on desktop.