Earlier we covered some tips about the InPrivate feature in Internet Explorer 8. Here is another tip (a registry edit) to start Internet Explorer in InPrivate Browsing mode when the user clicks on the Start menu Internet icon.
Browse in InPrivate mode – Set as default action
Download ie8-sm-inpriv.zip, unzip/extract the contents to a folder. Double-click ie8-sm-inpriv.reg to merge the contents to the registry.
This adds the Browse in InPrivate mode option to the right-click menu of Internet Explorer icon in the Start menu, and sets it as the default action.
The REG file adds the following key:
and sets the following command for the (default) value