You should go over your dialer settings again. This may also mean that you've typed in an incorrect domain name, and you should check the address you typed in for inaccuracies. The other thing it could mean is that you've lost your connection to Cruzio. Your software won't always tell you that this has happened, so you might try disconnecting and reconnecting your dialer. This means that your web browser is set up to tell you when a website wants to store a piece of information on your computer's hard drive.
Cookies are basically harmless.
Some people don't like cookies and see them as an invasion of privacy. When you click on a download link, your web browser may prompt you to save the file to your hard drive or it may automatically download the software, and in some cases, try to extract files from the archived file you downloaded. The most important thing to remember when downloading files is the directory that you selected to save the file in. Use a search engine. You can find a list of several search engines in Cruzio's Gateways to the Internet .