Dumping your Internet cookies is really quite easy and you can remove them yourself. Now what is a cookie? Well here is a thread that will better explain that: What Are Cookies, and Are They Really Dangerous?
How to remove your cookies in Internet Explorer
Tools (upper right hand corner) > Internet Options > General Tab > Browsing History "Delete" > Check the box for cookies > Delete button
How to remove your cookies in Mozilla Firefox
Tools (upper left hand corner) > Options > Privacy tab > "remove individual cookies" > now you can choose between Removing all of the cookies or individual ones
Now if you don't want to dump them yourself you can get a Malware program (lots of free ones) that will do it for you. One great one that I use is SuperAntiSpyware.
Olympus
Single & Not Looking
Here's a nice Firefox addon to add an icon to the status bar, where you can click it once to purge any specific cookies you add to the list. Like, if you have to delete facebook cookies alot, but want to leave all your other cookies, this is a great little addon. SelectiveCookieDelete