Cookies are there to save your information some of it may be useful other possibly not so it is possible that some websites can sell your IP address and use it to forward advertisers its best to read the policy about this normally at the bottom of a lot of websites I hope this might help

a "cookie" is a very small text file placed on your hard drive by a Web Page server. It is essentially your identification card, and cannot be executed as code or deliver viruses. It is uniquely yours and can only be read by the server that gave it to you.

its purpose is To tell the server that you returned to that Web page.


go here for more info

http://www.microsoft.com/info/cookies.mspx