In your internet privacy settings, try setting the advanced options to "Prompt for 3rd-party cookies" - cookies placed on your machine from domains other than the one you visit. Interesting to see who is placing stuff on your machine.

Theoretically, third party cookies can be used to deliver custom advertisements to you based upon what sites you've visited and what ads you've clicked on in the past.

The question is would you like them to know that kind of information about you? If they were a brick and mortar store would you care - e.g. if you got mail from Walmart because you bought a CD at Sears?

This is just the stupidest crap on the internet. There are a lot of people making money of this, and it's so completely dumb.

None of these marketers care about you personally at all, so it isn't about privacy. You're just a number to them and nothing you do makes any difference to them. They only care about aggregate numbers, in which privacy is not an issue.

Cookies are not harmful... Except when you've got a blackhat on your hands, but that takes an extremely high level of ability and time well above what anyone here has. The only people I know that can use cookies maliciously are far too busy to bother with mickey-mouse silliness like cookies - there are far better ways... Cookies rank VERY low...

I read an article that said in theory you could do physical damage to a PC through a cookie, I think it was a load of bollocks though.  It said no one had nor probably will, but theoreticaly it can be done.

But who cares about 3rd party cookies?  I mean, if you blocked cookies theres a million other ways a company could give your details to another company electronically, without you possibly having any clue about it.