You want to keep private your internet connection, but you are facing problem.
If you follow these steps you can do so easily.
With the help of these steps you can control your site visited histroy and cookies.
STEPS to Control Privacy about visited and on-going sites:
1. Click Start
2. Goto Settings
3. Click Control Panel
4. Double Click Internet Options and you will see below dialog box
In the above dialog box, you can see a red highlighted portion about history, here you can set number of days to save/keep history into your Browser about visited sites.
Here you can Clear all the Previous History by clicking Clear History button.
In the above dialog box you can see a yellow circle around the Delete Cookies
By clicking this you can Delete all the previous internet cookies from your computer.
In the above dialog box you can also see a Tab: Privacy
Here you can see a red circled option i.e. Privacy
In this Options you can set the Level of Privacy by scrolling through a Bar.
In the above dialog box, if you press the Sites button, a next dialog box will appear, as shown below:
Due to help of this option you can Block or Allow any sites.
You should write the complete site name in red highlighted address bar.