I know it is possible to delete browsing history, but is there a way to prevent IE from saving browsing history at all, or having it delete history upon exit? Having to manually delete history every time I want to delete it is kind of annoying.
As far as I know, there's no InPrivate mode for IE on Windows Phone at this time. Try UC Browser for the meantime, it has an Incognito mode that does exactly what you want.