Another trick for creating the shortcut.
If you get fed up with having the about
:InPrivate screen popup every time you open an inprivate session, you can modify your shortcut to fix that also. "%ProgramFiles(x86)%\Internet Explorer\iexplore.exe" -private www.google.com
In case it isn't clear, tack the address of your preferred home page after the -private tag and that will open automatically.