Some thoughts on IE9
When I first installed IE9 when it was released I didn't like the performance ... although it was faster on some sites, others were really slow to open. A few sites that I normally visit I couldn't even access ... after researching the problem, it turns out my video card drivers were not compatible and needed updating.
It's easy enough to tell ... open Internet Options > Advanced tab and the first option = Accelerated graphics, Use software rendering instead of GPU rendering.
This option will be checked and greyed out if your card does not support the hardware acceleration. When the option is selectable and unchecked, hardware acceleration is enabled. Since my video card did not have a new vendor issued drivers, I had to purchase a new card thru Amazon, install it then use the newly released updated drivers ... and what do you know ... the above option is no longer checked and grayed out. All the previous sites I had trouble accessing are no longer an issue ...
The new card also increased my Windows Experience - Gaming graphics score from 3.8 to 6.2 ... so it was well worth the investment.
Also see: Getting the Most from IE9 and Your GPU
Have you tried enabling the "Tracking Protection" option?
Here is a good article to get you started: IE9 and Tracking Protection - By Ed Bott | February 13, 2011
I did try it and was not impressed ... the "Personalized List" option provided by Microsoft can not be edited or added to ... Huh? ... so it's pretty much a waste of time.
The other list provided by several 3rd parties (see list here) were not impressive ... several are nothing more than a very short list of 3rd parties to block ... and
all of these entries are pretty much included in the MVPS HOSTS file ... so nothing gained there. I would not recomment the Truste list at all ...
So I set out to create my own list (see below) ... it takes a lot of time and effort to see what works and what doesn't ... but once configured it can do a few things the
HOSTS file can not ... now they make a real good combination. And before anyone asks ... no I have no plans on maintaining a list for public use ...

If you want to see what's being blocked on a site ... load the Developer Tools (press F12) then click the Console tab and refresh the page (F5) you are viewing.
Go back to the Console and anything blocked by the Tracking Protection List will be noted ...
Another way is to load the Developer Tools and click Network ... click the Start capturing button, then refresh the page or click a internal link on the page ... then view
the output in the Network tab ... look under the Result column = 502 entries = blocked by hosts file or "(Aborted)" entries = Tracking Protection List
Tip: To express your preference not to be tracked in IE9 - without actually loading a Tracking List ... select the option near the bottom of the page:
"Click here to add an empty Tracking Protection list" ... then revisit the "Do Not Track Test Page"
See above screenshot - it will add the Microsoft (empty list) option ... the idea here is even if you disable any other Tracking lists you may subscribe to
your browser will still send out the "DoNotTrack" header ...
Hopefully some kind of standards will be adopted as to sites that do not honor the "DoNotTrack" header ... but it's doubtful ...
We all know "it's all about the almighty $$$" ... and to hell with your personal Privacy rights or how much bandwidth advertisements consume ...