You can set your browser to reject cookies as follows. Internet Explorer . Netscape Communicator . Note that some web sites won't yet you visit unless you accept their cookies. If you want to go to the trouble, you can turn cookies on to visit them, turn them off when you leave, and then turn them back on when you return, whereupon you may have to re-enter information not saved in the cookie.
Various products provide various levels of cookie protection.
Some let you block cookies without destroying the ones that you may need or want.