Wouldn't MG2009 be best off with an AppleScript (or other) saved as an app/login item to have Safari open with a new private window by default?
In which scenario? In his first scenario nothing is needed other than changing a preference setting in Safari to achieve his goal. In the second scenario the OP specified having the alternative in the "open with" context menu item. I retrospect the AppleScript (or whatever) could be linked to file type Webloc and would then appear automatically and the app I suggested would not be necessary. I just thought it would add an element of control to how and where the option would be available. In either case the trick would be writing the AppleScript and whether or not opening a Private Window is scriptable. BAD NEWS: