You need to go through the entire forum looking for where any cookies are set and remove the expires date, the cookies will then expire 20 minutes after leaving the site.
Most cookies used on the forum will expire after 20 minutes anyway. If you check the don't automactically log me in feature the your login cookie will also be deleted after 20 minutes of leaving the web site.
Cookies aren't really a privacy or security issue as they can only be read by the site that sets them. They are only an issue in the paraniod press that likes to try and get people to believe that cookies are an evil scurge of the Internet, which they are not.