I had a problem with navigating (not even using InPrivate Browsing), but I solved it with enabling "BHOManagerClass" which was disabled on my IE. Once I enabled it, all my navigation stuff worked.
I just reproduced your error, I get a General Run error on things like .Navigate or .Refresh when using IE InPrivate. Exactly the same problem I had when my BHOManagerClass was disabled in IE. I checked and it's still enabled, even while I'm using InPrivate mode, so now I suspect that using InPrivate somehow interferes with the BHOManagerClass. I'm not sure why.
Maybe this is a question you should bring up with HP?
"The last 10% of any software project will take 90% of the budgeted time. The first 90% will take the other 90%"
Yeah, depending on your objective of testing InPrivate enabling add-ons and extensions may invalidate the test. Don't know why you would be testing that though. Presume you're just using it as a method to get around cookie/session cleanup.
@nouse4name - you are correct. I am using it as a method to get around session cleanup. I checked before posting here that BHOManager add-in was enabled in Manage Add-Ins when browser was opened in Private Browsing mode. Anyways, I will take a look again and let you know if it fixes it.