Dear budster01,
Welcome! I suppose you are using IE7 to browse. Under the internet options,open "Privacy" and set the slider to "Medium-High" and you can read there for yourself that all Third party cookies are blocked and other cookies need your prompting!
Third party cookies, usually the "persistent type" are the real nasty ones which collect your personal info', likes and hobbies and all the sites you frequent!. You need not worry much about first party cookies.Even techguy does it.
I sincerely suggest that you stop using IE7 and start using Firefox 3 Browser with Noscript add-on. Why do you think IE8 is on the scene? IE7 leaks like no one's business. Use it only to download MS updates.Best wishes and may all the luck be with you!

