A cookie is a small text file that has information stored in it...for instance, do you ever wonder how a website remembers your login? Basically there is a cookie stored on your computer...that says, when on this site, set the user name to this. If you log in automatically to this site it is because of a cookie...You can change what cookies you accept by going into tools>internet options>privacy. Keep in mind that some cookies just remember youve been their so they can bombard you with popups...so they arent always a good thing.