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:

1. Tracking protection stays on until you turn it off.  With IE 8 Filtering protection, you had to manually turn this functionality on with every browser session.  IE 9’s tracking protection provides a friendly GUI to turn on/off tracking protection for every site you visit or globally.
2. Numerous enhancements as to the capabilities for the type of content it can block from being tracked.
3. Standardized and more well adopted tracking protection lists from 3rd parties.

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.