The following is an excerpt about a feature in Chrome that may make you want to download and try this browser:

Explore Google Chrome Features: Incognito mode

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For times when you want to browse in stealth mode, for example, to plan surprises like gifts or birthdays, Google Chrome offers the incognito browsing mode. Webpages that you open and files downloaded while you are incognito won't be logged in your browsing and download histories; all new cookies are deleted after you close the incognito window. You can browse normally and in incognito mode at the same time by using separate windows.

For more info go to:  http://www.google.com/support/chrome/bin/answer.py?answer=95464&hl=en-US