Extraído do Fórum de Ajuda do Google Chrome :
The only way I know to do this is to go into incognito mode. To do this hold down ctrl+shift+n and this will open a new window in incognito mode.
If you want to run in incognito mode all the time you can append --icognito to your shortcut. So it would look this: "...\Chrome\Application\chrome.exe" --incognito