There are good Internet cookies; and there are bad Internet cookies. Say you subscribe to NewYorkTimes.com. When that site places a cookie in your browser, it tells the site that you’re a subscriber and can see all the content you want. Nothing wrong with that. But do I really want Chobani Greek Yogurt or American Express, two companies advertising on the NYTimes.com home page today, tracking me? Nope.
Third-party cookies are used by advertisers to figure out where you go on the Web and what advertising is most likely to open your wallet. That’s why you’ll notice personalized ads following you from website to website, annoying you and possibly gathering information that you don’t want collected. Not everyone cares, but many people do, which is why Mozilla, Firefox's creator, has decided to block-third party cookies by default in an upcoming version of the browser.
Apple’s Safari has blocked third-party cookies for some time, and other browsers give you the option to block them. But doing so in Google’s Chrome or Microsoft Internet Explorer takes a number of steps and in the case of IE, the rules for blocking cookies are quite confusing. I doubt that many users even know the option is there anyway.
Stanford graduate student Jonathan Mayer, who is also a contributor to the Firefox codebase, explains the new policy in a blog post here.
From that post:
The online advertising industry is really unhappy about this. Mike Zaneis, senior vice president and general counsel for the Interactive Advertising Bureau, calls the new policy "a nuclear first strike against ad industry." What a bozo!
In Google Chrome, click the tools icon in the upper right-hand corner—it looks like three horizontal lines on top of each other—then go to Settings, Advanced Settings and look for Content Settings under the Privacy heading. Click to open that option, and you’ll see a box you can check to block third-party cookies.
"The Platform for Privacy Preferences Project (P3P)is a protocol allowing websites to declare their intended use of information they collect about web browser users. Designed to give users more control of their personal information when browsing, P3P was developed by the World Wide Web Consortium (W3C) and officially recommended on April 16, 2002. Development ceased shortly thereafter and there have been very few implementations of P3P."
That basically means IE’s policy on third-party cookies is bull (you know what), and Microsoft has recieved a lot of deserved flack for it.
In current versions of Firefox you start at Options and drill down to disable third-party cookies. Here’s a link that explains the process very well.