Q: You've mentioned setting Web browsers to refuse the cookies set by advertising networks. How do I do that, exactly?
A: On the Web, a cookie — a tiny, inert text file that a Web site drops on your hard drive as a sort of placeholder to read or edit later — is usually harmless. These files are often helpful when they save your preferences or logins for you.
This practice may not be the biggest privacy risk you face, but if it bothers you, you can tell your browser to decline these "third-party" cookies, sometimes called "tracking cookies."
In Microsoft's Internet Explorer 7, go to its Tools menu, select Internet Options and click the Privacy tab; there, click the Advanced button. In the Advanced Privacy Settings window, click the checkbox next to "Override automatic cookie handling" and, under the "Third-party Cookies" heading, click the button next to "Block."
Other browsers don't require as many steps. In Mozilla Firefox 3, go to its Tools menu and select Options (on a Mac, go to the Firefox menu and select Preferences), click the Privacy tab and click to clear the checkbox next to "Accept third-party cookies." Apple's Safari requires no work at all, because it blocks third-party cookies by default.