IE's version of Site Advisor?
Here are a couple of interesting links for a "Beta" program which will...
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Find web sites that respect your privacy
Many of the web sites you visit may collect your personal information and use it in ways that might surprise you. Privacy Bird® and Privacy Finder are tools that help you find out what web sites will do with your information before you provide it. Privacy Bird is a free tool you can add to your Internet Explorer web browser. Privacy Finder is a free online search engine that will help you identify web sites that respect your privacy.
PrivacyBird
and
SearchPrivacyFinder
Only for System Requirements
* Windows 98, Windows 2000, Windows NT, Windows ME, or Windows XP
* Microsoft Internet Explorer 5.01, 5.5, or 6.0