Make sure to clear the history of your browser, to delete the cookies and to disable the URL autocompletion feature in your browser. You might also want to use a proxy server if you don't want to ba categorized as a sex maniac by your ISP. Though your ISP could always monitor the contents of the web pages you're reading using some watchdog software.
Finally, if you're connecting to many web sites with User/password pairs, it is better to use Mozilla web browser (
www.mozilla.org) instead of internet explorer. Mozilla remembers all your passwords, on top of that you can protect all your passwords using a matser password (the only one that you'll have to remember, and you should choose a non-trivial one). All your passwords will be encrypted on your hard disk by Mozilla.