The second section in the Delete Browsing History window deals with Cookies. When you visit certain web sites, a text file is placed on your hard drive that is used by the site in question to store user specific settings and information. This text file, or cookie, is utilized by the respective site each time you return in order to provide a customized experience or to retrieve your login credentials.
To remove all Internet Explorer cookies from your hard drive, click on the button labeled Delete cookies.... A message dialog will then appear asking Are you sure you want to delete all cookies in the Temporary Internet Files folder? Click on the Yes button. All of your Internet Explorer cookies have now been permanently removed.
