I interviewed the program manager responsible for the privacy features in IE 9, such as the IE 9 Tracking protection feature and we get into how it works, why you need it, etc. This is the updated feature to IE 8’s Filtering protection feature. There are a number improvements I see over IE 8’s filtering protection:
One other thing to point out is the difference between importing a tracking list into the privacy section of your IE 8 browser (a separate mechanism from In-Private Filtering) – this only protects you from cookie tracking.
Link to download the video is at the original post here.