|Actually, IE 7 on Vista also had InPrivate browsing. So going back to IE 7 is not the solution.|
To disable InPrivate browsing do the following:
Logon to your system as an administrative account.
Type in: mmc
Click Continue if UAC pops up
Click on File - Add/Remove Snapin
Double-click on Group Policy Object
Select Local Computer
Expand Local Computer Policy
Expand User Configuration
Expand Administrative Templates
Expand Windows Components
Expand Internet Explorer
Click on InPrivate
Double click on "Turn off InPrivate Filtering"
Click Next Setting.
Close all Windows (don't save console1)
Log back on as any user, InPrivate should be disable.