You dont like cookies? Cookies are fine, although I guess some could be bad. Are you using Internet Explorer?
Anywayz, cookies are just little bits of information saved onto your computer that help you with information on the internet. Like when you log into an email account and it logs you straight in without requiring a password because its saved as a cookie. Most email places even have a "Remember my log in information on this computer" which just means, Id like a cookie for my login information.