Microsoft has released Internet Explorer 9 RC with new security features such as Tracking Protection, ActiveX Filter, etc. Tracking Protection is the main change in this release and this lets users to limit the browser’s communication with certain websites by blocking tracking cookies and such things. Tracking protection help you keep your information private. Anyone can create a list of sites that are protected from being tracked by other sites via cookies and other means.
Another feature is ActiveX filter option that allows users to turn off ActiveX elements on all sites, and then turn them back on for only the sites that you trust. Read more about here.