A tracking cookie is a type of data file that sits on your computer and reports information about your Internet activity usage and browsing behaviors. People who are uncomfortable about this practice or who see it as an invasion of privacy usually prefer to block tracking cookies altogether. Luckily, the process for blocking tracking cookies in Internet Explorer is quick and easy.
Open the Internet Explorer browser and click to open the the Tools menu. When the dropdown menu appears, click on the last choice, "Internet Options."
Click on the "Privacy" tab. When that tab opens, click the "Advanced" button and wait for a gray pop-up dialogue box to appear.
Look for the part of the pop-up window that says "Override Automatic Cookie Handling" and choose the "Block" option that appears under the "Third-party Cookie" section. Then just click on the "OK" button to confirm the action.
Internet Explorer also allows users to create cookie exceptions. Follow Step 1, but on the privacy tab click the "Sites" button instead of the "Advanced" button. Type in the URL of the individual site and click either "Block" or "Allow" to control the cookies for a specific site.
Blocking all third-party cookies may reduce the functionality of some sites.