The internet is full of tracker software and companies that want to know what you do on the world wide web, your boss could even use software to track what you do on your PC and you might get fired if they find out you have valuable unprotected information on your computer. Security is the first thing you need to think about when going online.
When you go online you get an ip address, this address is unique for your computer or server so they can trace the ip back to you.
One way to improve your privacy is to browse through a web proxy, there are a lot of fast free web proxies available, the proxies you can use with your browser locally are usually very slow. Proxies give you an other ip so they can't trace back to you but you still can download software that has spyware so this way is not very good if you want 100% privacy.
The best way to improve your privacy and security online is to buy a software package that erases every evidence of you on the web and also protects you against infected programs and companies that like to track you. Good products are hard to find and most of the time they are very expensive. But for me it is worth it, I do not want companies to know what I do on the web or let them find out which software I have installed. I tried to install a privacy software package and it seems to work very well, the speed of my computer improved by 50% also.
Evidence eraser is a good product to get 100% privacy online.