A cookie is not a program. It is a small text file that lets the website you are connecting to get some information about you. For example, Amazon has a cookie that allows them to recognize when I log into their site. If that happens they automatically log me in with my name and know my preferences. Many sites that sell things or that you can belong to in some way have this type of cookie. They are meant to enhance the experience of using their site.
Although cookies sound scarey, they are just one of the ways that the Internet is changing everything. Remember your computer is just a dumb machine. You are smarter than your computer, believe me! You are. You can control what cookies are put onto your machine. If you do not want ANY cookies there is a way to turn them off. If you don't mind a few of them, but you want to approve them there is a place in Internet Explorer, Firefox, Chrome, Safari, or any other browser to add this setting.
I use Firefox on a Mac and so here is what I do after going to Firefox:
1. Click on the word Firefox at the top of the page.
2. Click on the word PREFERENCES