Firefox users have finally got the feature they were requesting for a long time. Pre-release of Firefox 3.1 Beta was done on 8th Dec. This release includes an option to surf the web in Private mode among many other features.

This is similar to the Incognito mode of recently launched Google browser Chrome and porn mode of IE8.
To use the private mode, go to the tools menu and click “Private Browsing”. A dialog box confirms your selection and then all the open tabs & corresponding sessions are saved & users will enter the private mode.
Enabling private mode will not save web history, search history, download history or any other data in you machine. After you are done click Private browsing again and your previous sessions and tabs will be restored.
Although Mozilla says that the private mode is perfect for online holiday shopping, I guess users will find it suitable for many purposes

More information available at Mozilla developer center and Ehsan Akhgari’s blog (Ehsan is the person responsible for implementation of this feature)