WHAT ARE COOKIES
A "cookie" is a small text file created on your computer when it accesses to a particular site, with the purpose of storing and transporting information. Cookies are sent from a web server (which it is the computer that is running the visited web site) to your browser (Internet Explorer, Mozilla Firefox, Google Chrome, etc.) and stored on his computer; are, then, re-sent to the website at the time of subsequent visits.
During navigation, the user could receive on his terminal even cookies of different sites (c.d. cookies "third-party"), set directly from managers of such web sites and used for the purposes and in the manner defined by these.
For more information:
LOCKING OR DELETE COOKIES
Enable the Do Not Track
The Do Not Track option is present in most newer browsers. Web sites designed to enforce this option, when it is activated, They should automatically stop collecting certain your browsing data. As mentioned, however, not all websites are set up to enforce this option (discretionary).
Turn the mode of "private browsing"
Using this feature, you can browse without leaving a trace in the navigation data browser. The sites do not remember you, the pages you visit will not be stored in the history, and new cookies are deleted.
The private browsing feature does not guarantee anonymity on the Internet, because not only it serves to maintain the navigation data in the browser, whereas your surfing data will continue to be available to the operators of Web sites and connectivity providers.
Delete cookies directly
There are special functions to do that in all browsers, often you can do it from the menu that appears with the ctrl + shift + del keys.
Remember though that every time you connect to the Internet are downloaded new cookies, for which the erasing operation should be performed periodically. wanting, Some browsers offer automated systems for periodic deletion of cookies.