You can delete web history and data on other browsers also, but you lose your entire cache and history while it is necessary for faster web surfing. Here is how to set up private browsing mode in Firefox.
1. In Windows go to Start Menu - Run and type in firefox -ProfileManager and hit enter.
3. Type in Private as the new profile name and Click Finish to complete the profile creation dialog.4. Create a new Firefox shortcut on your desktop. Name it as Private. Right click on this new shortcut and then Properties – shortcut and enter the target as firefox -P Private -no-remote and save.
5. Now launch Firefox using this new shortcut. Go to Tools - Options - Privacy and check the “Always clear my private data when I close Firefox” and uncheck “Ask me before clearing private data” options. And also click on ‘settings’ and ‘check’ all boxes and save settings.
6. Now you can use Normal or Private mode in Firefox by using these two shortcuts. (via-tipsandhacks)