You will still see very mush the exact same thing there with FF's own privacy and page storage settings only worded slightly diffferent for some settings. The term itself simply applies to text files.
The privacy settings controls what cookies are created for the most part. The default setting allows only the minimum regardless of the browser used. The choice of browser is strictly yours there. Many simply use FireFox and avoid IE altogether to avoid adwares, spywares, etc. there.
Here I use all of the ones posted earlier in combination on both XP and Vista alike. BOClean is the least noticed with no desktop shortcut created when installed. Each has their own main purpose with AVG for antivirus/trojan detection, ST provides a mild form of firewall, Ad-Aware takes care of browser hijackers, etc. etc.