In addition to
cookies, a website also runs scripts. The scripts usually provide dynamic
behavior, that provides a user with an interactive experience. In some cases,
these scripts may be malicious, depending on which websites you visit. Adult
websites are notorious for infecting computers when visited.
Assuming you are running Internet Explorer 8, you can have it prompt you
each time a website attempts to create a cookie. Select "Tools",
"Internet Options", "Privacy", "Advanced". In
the window that pops up, select "Override automatic cookie
handling" and then ask it to prompt for First party and Third party
cookies.
In order to protect yourself from malicious scripts, you can disable
scripts. Again, for IE8, go under "Tools", "Internet
Options", "Security", "Internet", "Custom
Level", and scroll down to "Scripting". There you can set
everything to prompt or disable (when the prompt option isn't
available".
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