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.
 

