As soon as you get rid of your cookies, you'll get more when you get on the Internet with just about any sites you go to. You can set IE9 not to allow cookies, but then you won't be able to get much done. I use Norton Security Center which periodically goes through my cookies and removes them. That's about the best you can do. The vast majority of cookies are harmless anyway, so I don't worry about them. Just be sure you keep your antivirus software up to date (Norton and most other antivirus programs do this automatically).
Good luck.
I have to use a Virus scan every time I close a browsing session to get rid of the cookies. Has the browser got no control of its own mechanisms or cache's.
I use IE9 and Norton, now either one or the other is pulling a fast one on me. I have been told that it comes down to preferences, but inevitably it comes down to either taking part in an internet experience or not.

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