The fifth option in the Delete Browsing History window deals with Download history. Any time you download a file through your browser, IE9 keeps a record of it including its filename as well as the date and time which it was downloaded.
The sixth option deals with Form data. Any time you enter information into a form on a website, IE9 stores some of that data. For example, you may have noticed when filling out your name in a form that after typing the first letter or two your entire name becomes populated in the field. This is because IE9 has stored your name from entry in a previous form. Although this can be very convenient, it can also become an obvious privacy issue.
The seventh option deals with Passwords. When entering a password on a Web page for something such as your email login, IE9 will usually ask if you would like for the password to be remembered. If you choose for the password to be remembered, it will be stored by the browser and then prepopulated the next time you visit that Web page.
The eighth and final option deals with InPrivate Filtering data. This data is stored as a result of the InPrivate Filtering feature, which detects where websites may be automatically sharing details about your visit. An example of this would be code that could tell a site owner about other sites that you have recently visited.