Internet Explorer 8, Firefox +3.5 and Safari have an internet browsing “privacy mode”, using it to surf the Internet it is meant not to leave an internet cache, history cookies or anything else behind that could jeopardise your internet surfing privacy, but there are two things that still give away what sites you have visited.
Cached DNS Entries: In order to be able to surf the internet you will need use a DNS server to resolve the URLs and this will be cached locally into your machine for a while to speed up your internet surfing, this entries also get cached in private mode browsing.
You can see this yourself opening up the command prompt inWindows, type command.com or cmd.exe at the search box to get to the Windows command prompt box.
Now type: ipconfig /displaydns
You will see the full list of cached DNS entries, open up a new private browsing session, re-run the command again and see how the sites you just visited got added. Anyone with access to your computer, such as a noisy College systems administrator or your boss at work can see this too.
To clean up the cache just type in: ipconfig /flushdns
Flash Cookies: Even in privacy mode evil flash cookies will get stored into the%appdata%\Macromedia\Flash Player\#SharedObjectsdirectory, and they can reveal what sites gave them to you, and what day and at what time you visited them, you can delete these flash cookies manually.