The problem is going to IE 8’s InPrivate. I remember when my stats showed mostly IE 6 being used, I gradually watched that to change to IE 7. Same will happen for IE8. Hopefully no one will use it.
While InPrivate Browsing is active, the following takes place:
New cookies are not stored
All new cookies become “session” cookies
Existing cookies can still be read
The new DOM storage feature behaves the same way
New history entries will not be recorded
New temporary Internet files will be deleted after the Private Browsing window is closed
Form data is not stored
Passwords are not stored
Addresses typed into the address bar are not stored
Queries entered into the search box are not stored
Visited links will not be stored
Here’s the MS blog
http://blogs.msdn.com/ie/archive/2008/08/25/ie8-and-privacy.aspx