Developing Fast': Britain Facing...
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For more on marking an answer as the "Best Answer", please visit our FAQ.A Tracking Cookie, also known as a Spyware Cookie, is any Cookie that is placed on your computer by a 3rd party not directly related to the web site you're currently viewing. The intention of this cookie is to track your movement as you surf between sites.
Tracking Cookies are mainly used to collect data regarding user tendencies such as Web Sites visited and behavioral activity. This valuable marketing data can then be used by the 3rd party to display highly targeted advertisements via Adware and/or Spyware Software.
The main problem with these is that they relay the data they collect back to the 3rd party, thus tying up processor time and your internet bandwidth. One or two may not even be noticeable, but larger quantities of them will take up more resources.
Have you tried Microsoft Anti-spyware (Beta). It is free and actively blocks tracking cookies and other spyware. It does not remove the useful cookies as described by fo3nix. Try this link if you are interested. (By the way it only works with Windows 2000 or Windows XP).