Use a proxy server to create a firewall between you and the Internet. A cookie is a special file stored on your computer that contains information about your Internet use habits, type of computer, and more. They can be advantageous to you if they are sent by a company that you return to often. Cookies can make pages load more quickly and remind the host site of who you are and what you are probably looking for based on previous visits. Some people consider this an invasion of privacy.
Some unscrupulous companies use cookies to build email lists to sell to others for maketing.
To prevent cookies from being sent to a Mac is quite easy. Because a file cannot replace a folder, you will never get another cookie.