Cookies, while not harmful files on their own, can be used to track your activities online in a way that intrudes on your privacy. Web browsers can handle cookies in a number of different ways, and one option is to disable them entirely. All major Web browsers have the ability to block cookies from coming to your computer. Block cookies in your Web browser to prevent the possibility of tracking information being downloaded automatically while you browse the Web.
Internet Explorer - Click the "Tools" button, then click "Internet Options." and then click the "Privacy" tab, then click the "Advanced" button.
Firefox - Click "Tools," then click "Options." and then click the "Privacy" tab.
Google Chrome - Click the wrench-shaped icon in the upper-right corner of the screen, and click "Options."