Inprivate browsing activated on HTTPS pages In IE8

One of my end users has an issue when we click on a shortcut created to an https:// page inprivate browsing appears. When in IE normally https:// sites work correctly only when opened via a desktop shortcut does inprivate browsing come up.

I've tried the following

Resetting IE back to defaults
Ran RKill
Ran TDSS Killer
Disabled In Private browsing using the local group policy on the computer

even with it disabled in the Group policy it still appears. I've never seen this issue before and its not happening on anyone else. The computer is running IE 8, Windows 7 professional 32bit.

Thanks for any assistance.
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pmomg --
Does this happen with desktop shortcuts newly created?
pmomgAuthor Commented:
It doesn't.
Right click on a new shortcut, then Properties.  Do not close.  Now right click on an old shortcut that activates InPrivate, then Properties.  Do not close.
Compare the entries on the Shortcut tab, especially theTarget lines, from the two shortcuts.

Do you see anything that might link to InPrivate?

Since new shortcuts do not have the problem, I wonder if a fix can now be found, other than to create new shortcuts for items with the problem.
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pmomgAuthor Commented:
Will do, I'll get back with results on Monday.

I wonder if you were using InPrivate  on an https webpage when you created those shortcuts.
It would make sense that if you used InPrivate to access the webpage that you would want to have it open InPrivate again.

Also see this reference--especially the parts from IE9 down.  IE10 would behave similarly.

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