Microsoft's IE9 browser will have tools that control what data is collected about what a user does online.
The tools will let people stop a site they are visiting sharing information about what they do with other sites.Users will be able to create lists stating that their data will only be shared with sites they want to see it.
The news comes as the US government criticises the computer industry for its slow progress on protecting user privacy.
In a blog post, Microsoft said many people did not realise that when they visit a website what they look for, view or buy there is often shared with other companies without that user's knowledge.
In IE9, Microsoft is planning to introduce what it calls "Tracking Protection Lists" that it says will work like the "Do Not Call" lists that limit who marketing firms can cold call.