Cookies are files sent by web servers to web browsers, and stored by the web browsers.
The information is then sent back to the server each time the browser requests a page from the server. This enables a web server to identify and track web browsers.
For more information please visit http://en.wikipedia.org/wiki/HTTP_cookie.
Other Third Party cookies
Most browsers allow you to refuse to accept cookies. Please check the HELP documentation of your browser to find more information, but please be aware that the action of blocking cookies will have a negative impact upon the usability of some websites.