What is a cookie?
Cookies are small files that a site or its service provider transfers to your computers hard drive through your Web browser (if you allow) that enables the sites or service providers systems to recognize your browser and capture and remember certain information.
For more information please read the advice at AboutCookies.org.
What can you do if you don't want cookies to be set or want them to be removed?
Some people prefer not to allow cookies, which is why most browsers give you the ability to manage cookies to suit you. In some browsers you can set up rules to manage cookies on a site-by-site basis, giving you more fine-grained control over your privacy. What this means is that you can disallow cookies from all sites except those that you trust. Remember that if you limit the ability of websites and applications to set cookies, you may worsen your overall user experience and/or lose the ability to access the services, since it will no longer be personalized to you. It may also stop you from saving customized settings, like login information.
Browser manufacturers provide help pages relating to cookie management in their products. Please see below for more information.