Microsoft Internet Explorer Tracking Protection Lists were first made available in IE9. They allow users and administrators to add arbitrary lists of domains and urls that are to be ignored by Internet Explorer. In most lists these are attached to online advertisers or data aggregators.
Loading the lists is most easily accomplished by clicking on a preconfigured link. The intent of this page is to make some of those links available for some special interest lists where such a preconfigured link is not publicly available.
A user post at Wilders Security Forum mentioned the Malware Domains list. It is an interesting variant on the tracking protection list usage. The list contains sites believed to host malware threats. Loading the list as a tracking protection list will cause Internet Explorer to avoid downloading any files from those sites. This protects the user from drive by malware infections.
To add the list to IE9 or later, click the following link: Add Malware Domains Tracking Protection List