Install the tracking protection list to protect tracking by social sites

Using IE9, click the following button to protect yourself from getting tracked by social networking websites

 

Read my blog for more on why this is important

Changelog: (IE will automatically pull the changes, you don't have to take any action)

Recently Microsoft published a TPL to block tracking cookies from Google. Unfortunately that had the side effect of blocking embedded YouTube videos as well. If you want to use all the elements of that TPL while not blocking anything from YouTube, you can add the following TPL instead.