Q: How, exactly, do you set Web browsers to refuse the cookies set by advertising networks
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.
But advertising networks can also use cookies to track your Web use and measure your interests, so as to show you (in theory) more-relevant ads. The banner ad the network inserted into your favorite site can save a cookie on your computer; other ads on other sites placed by the same network can then access this cookie, allowing the company to build a profile of what sites you visit.
This practice may not be the biggest privacy risk you face, on or offline. But if it bothers you, you can tell your browser to decline these “third-party” cookies, sometimes called “tracking cookies.”
(Doing so may cause issues at sites that use cookies in weird ways, but I can##t remember the last time I had any such problems.)
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 to change this behavior. 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.
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The Washington Post