What is a cookie?
A cookie is a small bit of information which is kept on your computer. It is typically used to ensure the functionality of a web site, but it can also be used to collect statistical information on a user's activities in a web site.
You can in all normal browsers choose to disable cookies. Note that this can mean that certain web sites no longer function correctly. Read more about your options at your chosen browser provider.
Instructions for deleting cookies using Microsoft Internet Expolorer