OK I'm presuming you;re using Windows...
In Internet Explorer:
Click Start, Run. (or in the search bar for Vista or W7) Type GPEDIT.MSC and hit ENTER
Go to:
User Configuration / Administrative Templates / Windows Components / Internet Explorer / Privacy
Turn off InPrivate Browsing:
In Firefox:
Open up your hard drive (c://)(or in the search bar for Vista or W7) through the 'start; run' route. go into program files, go to mozilla firefox, then components.
NOW, make sure you are searching for all files under 'files of type'.
Then, you will be able to see "nsPrivateBrowsingService.js"
Right click and DELETE!!!
That won't remove the controls, but they won't work any more. If you want to hide those Menu items:
Add this code to userChrome.css below the @namespace line.
See http://kb.mozillazine.org/Editing_configuration#How_to_edit_configuration_files
#sanitizeSeparator, #privateBrowsingItem, #sanitizeItem {display:none!important;}
#privateBrowsingAutoStart {display:none!important;}
Source: http://support.mozilla.com/tiki-view_forum_thread.php?locale=en-US&comments_parentId=378652&forumId=1
In Chrome:
Creating a DWord reigstry key called IncognitoModeAvailability, with a Value of 1 for Disabled in the registry folder HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Google\Chrome seems to disable incognito browsing. Thanks to Imomata for that one.
I'm unable to help you on the Safari one as I have never really used it for any length of time
You can find the cookies in the Developer Tools, in the Resources (now Application) tab, even in an Incognito window.
Open them with:
F12 on Windows
⌥⌘I on OS X
Best Answer
Safari menu (upper left, next to the Apple menu icon). About the fourth menu item down is "Private Browsing". You'll get a popup. Click "OK" to turn on private browsing.