IE9 RC includes “Tracking Protection” so called what Do Not Track feature in Firefox 4,  Microsoft made available several Tracking Protection lists for IE9 created by trusted organizations like Abine, TRUSTe, PrivacyChoice  and AdBlock Plus on their IE Test Drive site which you can simply add to IE9. These lists  block and allows third party content in order to control information shared by users with websites.

IE9 Tracking Protection lists

Adding Tracking Protection Lists to IE9

1. Visit Tracking Protection Lists page

2. Click “Add TPL” links on the right side of the page , you can manage added lists by opening Tools>Safety>Tracking Protection.

Adding Tracking Protection List to IE9