A cookie is the one exception to the security rule that web sites cannot write to your machine. If you configure your browser to accept cookies, the browser can create a text file on your hard drive.
Cookies chiefly provide convenience to you rather than espionage for hackers and marketers. Cookies save information--most commonly names and passwords--so you don't have to re-key it next time. For security, browsers limit the size and number of cookies they will save, and if a cookie does not specify an expiration date, the browser destroys it upon shutdown.
Firefox 2.x: See tools/ options... / privacy/ cookies.
Firefox stores all cookies in a single file. For it's location, search the machine for cookies.txt.
Internet Explorer 6.x, 7.x: See tools/ internet options/ privacy/ sites...
Explorer stores a separate file for each web site that writes cookies. For the file location, see tools/ internet options/ general/ temporary internet files/ settings/ view files.
Internet Explorer 5.x: See tools/ internet options/ security/ internet/ custom level/ cookies.
Explorer 5.x stores a separate file for each web page that writes cookies; see something like C:\ Win\ profiles\ username\ cookies\ pagePath.txt.
Netscape 6.x & 7.x: See edit/ preferences/ privacy & security/ cookies.
Netscape 6.x & 7.x save all cookies in a single file, "cookies.txt," in a directory similar to C:\ WINNT\ Profiles\ yourname\ Application Data\ Mozilla\ .
Netscape 4.x: See edit/ preferences/ advanced.
Netscape 4.x saves all cookies in a single file, "cookies.txt," in the same directory where you told it to store your cache, mail, etc. That directory is specified at edit/ preferences/ advanced/ cache; see the line "Disk Cache Folder."
Changing cookie options may require shutting down and restarting the browser. Disabling cookie support may destroy all your existing cookies.