if youre using internet explorer to browse you REALLY NEED to set manual handling of cookies. REALLY, no joke.
Go to tools/internet options/privacy/advanced (in the top of a browser window)
Click the override auto cookie handling box, and select prompt for eveything.
Now here's the thing...When you go to any website, boxes will appear asking to set a cookie. If the cookie looks to be coming directly from the site, and you visit the site often, then click the always box, then click yes to allow the cookie. If it looks to be from anything not directly associated with the site, click the always box and click no. You will be ASTOUNDED as to how many ad spyware cookies you will see trying to install themselves on your PC like this.