A (basic) cookie is just a simple text file which a website uses to recognise you. For example (if you're using the option where you don't have to log in every time you visit) the Answerbank will automatically know who you are because, when you logged in previously, AB placed a cookie on your PC which effectively says 'Hi, this is Sherardk back again'
That type of cookie would ONLY be recognised by the Answerbank. It would be of no use to other websites. However a tracking cookie is used by a group of websites, who all subscribe to the same system. So you might come here and ask questions about laptop computers, cooking vegetarian dishes and local history in Woking. AB will place a cookie on your computer which says "This user is interested in laptops, veggie issues and Woking". When you go to a completely different website, you'll then see adverts for laptop computers and vegetarian restaurants in Woking suddenly appearing.
As I've indicated, most tracking cookies are used across lots of different websites, to deliver appropriate advertising to your screen. There are also tracking cookies which are used solely within single websites. They're normally put there for statistical purposes, so that the site owner can see (for example) that people who clicked on their 'American News' page nearly always clicked through to the baseball results and hardly ever looked at the political news.
Chris