Sorry, that is a feature in Windows 7 which isn't available in WinXP. You would need to ask about that in a Windows support forum to see if or how something like that could be added to WinXP.

Create a desktop shortcut and add the -private switch to the command line to start in Private Browsing mode.

• https://developer.mozilla.org/en/Command_Line_Options

Thank both of you for your kindest and most quick answers! :) I was certain that solution certainly exist and its pretty much easy, I just need some quick hint where to look for and what to do...  :)

Anyway, for the others concern, if some needed:

01. First for this little experiment, I create a second "Mozilla Firefox v10" icon via my "Desktop"...

02. Then right context menu on it -> "Properties".

03. In the "Shortcut" tab here and in the "Target" window, I type:

"C:\Program Files\Mozilla Firefox\firefox.exe" -private-toggle

04. Down bellow on this window I press an "Apply" and "OK" button, and start "Mozilla Firefox" thru this Shortcut for the first time, and now my "Mozilla Firefox v10" Web browser is really on its starting via "Enter private browsing" mode in "MS Win XP OS", and certainly you can also go even in it, via "Tools" -> "Stop Private Browsing", if you need even that option...  :)

So, I think that -private-toggle, is little better then just type -private, because -private will not give you an option at all anymore to disengage "Private Browsing" mode, when you are already engage your "Mozilla Firefox v10" Web browser...

P.S.: Maybe someone also will need even this - Internet Explorer v8/v9 also have this Shortcut options:

"C:\Program Files\Internet Explorer\iexplore.exe" -private

or

"C:\Program Files(x86)\Internet Explorer\iexplore.exe" -private

Once more big thanks both of you for help! Cheers!