When cookies first appeared, some Web users got bent out of shape because they thought cookies would track their every move online. Wrong.
Sure, cookies can perform limited tracking when you're browsing Web pages. And some persistent cookies can trace your movements from site to site. For instance, cookies from DoubleClick, a company that feeds targeted Web ads to users, track your surfing to any DoubleClick-enabled site to make sure that you don't see the same advertisement over and over.
But most cookies are far less intrusive. A cookie used by Amazon.com, for example, to personalize the Web site for you doesn't pay any attention to what you do when you head to another shopping site such as Barnes and Noble.
If you're worried about cookies, turn them off in your browser (although doing so will render many sites virtually unsurfable). In IE, choose Tools, Internet Options, click the Privacy tab, and click Advanced to override automatic cookie handling. Also, consider opting out of DoubleClick's site-to-site cookie tracking.