I was searching the web and found this site. Has some interesting tweaks for Privacy and Security for most Windows OS's.

What's also nice is that the tweaks are free and you don't need to purchase a third party app to ensure your privacy.

tips/Tweaks include:
Safe settings for IE
How to disable NetBIOS
How to Delete the index.dat files
Addresses the System Restore issues
Cleaning up the system

Markus Jansson Tips and Tweaks