Internet Explorer 9 Tracking Protection Lists not all created equal
One list -- provided by TRUSTe -- does very little to block potential privacy issues. In fact, it's designed as more of an allow list, making sure that sites on the TRUSTe list have access to data which can personally target you. Have a look at the list in plain text [link] -- all of those +d domains are being allowed. At first blush, it looks as though any site which has a TRUSTe seal has been greenlighted, from yo-yoma.com to student-health-insurance-rates.com to every Windows Live domain you can think of.
This may not surprise you, of course, if you know a bit about TRUSTe. The California-based company has been providing digital privacy certifications for websites since 1997, and has posted seals on pretty much every big-name site you can think of: Facebook, Apple, Microsoft, Yahoo!, IBM, and eBay are just a few. So apart from knowing that TRUSTe's list gives the all-clear to any sites it has previously stamped, it's also worth knowing that TRUSTe received some heat in the past following a report by Benjamin Edelman, who found that sites with TRUSTe certs were 50% more likely to violate privacy policies than those without.
If you're hoping to use an IE9 Tracking Protection list for actual privacy protection, we'd recommend going with EasyList -- which performed very well in Bott's testing.