Internet Explorer 8 now has "InPrivate Browsing"

I opened Internet Explorer today as I'm providing tech support for someone who uses Internet Explorer who can't find what they downloaded. So I'm flicking through the menus looking for the option to show the downloads window (no such luck yet, I might have to resort to help myself). In the process I noticed "InPrivate Browsing" on the Tools menu. A quick search found this article from Wikipedia http://en.wikipedia.org/wiki/Privacy_mode

As you can see Safari has had Private Browsing since April 2005, followed by Chrome in December 2008, Internet Explorer 8 in March 2009, and Firefox in June 2009.

Now this may not be a big deal for you, nor a great feature, and I don't have any problem with any of that. What irritates me is ignorance. Unfortunately - I'm going to have to generalise here and say - there are many Windows PC Users, who happily criticise and demean other systems all the while completely ignorant that many of the "new" features they are using now are basically a copy of features that have been available on other systems for quite some time. This is just ignorance and arrogance. So if you're going to compare (current) Operating Systems, you need to actually use them. If you don't, then don't criticise out of ignorance.

Oh and by the way, I never could find a way to view all downloads in Internet Explorer 8. If you tick the "Close this dialog box when download completes" in the download dialogue while the file is downloading and you don't remember where you saved the file, then Internet Explorer 8 Help recommends under the heading "Find a file you have downloaded", that you "Click the Start button , and then click either Documents or Pictures". That's it!
Now I know someone is going to say I'm an idiot if I don't remember where I download stuff, but remember I am helping someone else who has forgotten. Should I tell them they're an idiot because they don't remember the download location? The software should meld itself to the user, not the other way around. Any of the other major browsers have a downloads window, where you can view your downloads and go straight to the file (usually by right-clicking and choosing the appropriate option).
Maybe someone can post a comment about how to easily find your list of downloads in IE8?