A cookie is a piece of data that a website uses to identify your computer and tell it apart from others that are logged on to its servers. Though they don’t directly threaten your computer’s security, they can be used to gather information about your surfing habits. Because of this, it’s a good idea to delete them every once in a while.
Look under the General settings tab for the section labeled "Browsing history." Once you've found it, click on "Delete..."
Close the Internet Options panel by clicking on the "OK" at the bottom of the window.