You can start InPrivate Browsing using Internet Explorer 8 by opening a new tab and selecting Browse with InPrivate or selecting it from the Safety button on the top right corner of the browser window. Internet Explorer 8 will launch a new browser session that won't record any information. To end your InPrivate Browsing session, simply close the browser window. 

See "What Is A Temporary Internet File?" in Webopedia's Did You Know...? section.
See also "What Do You Do With Internet Cookies?" in Webopedia's Did You Know...? section.

Internet Explorer Security Updates
Provides the latest information and code fixes for Internet Explorer security problems.

Internet Explorer 8 Web
What's new in Internet Explorer 8.

Webopedia's "Did You Know...?" Section
Use this Webopedia knowledge section for an in-depth overview of specific technologies and occurrences in the areas of Computer Science, The Internet, and Computer Hardware and Software.