Tracking cookies are little snippets of computer code that certain websites put on your PC. They basically look at the kind of websites you visit, and then report back, so that targeted ads can be sent to you. You won't necessarily get "more" ads, but the ads that you normally see will be targeted to your interests.
For instance, if you visit a lot of music websites, then when you log onto Yahoo! (for example) the ads will all be music related.
The internet is dependent on advertising, and many repuatable sites use tracking cookies. Generally they do no real harm, but...
There are indeed evil tracking cookies which can download "other" cookies and malware. And some will send so much data that they can slow your connection and computer.
You can let your AV software delete the cookies, or you can do it yourself from within your browser:
1. for Internet Explorer - Tools, Internet Options. Click the General tab. Click "Delete Cookies".
2. for Firefox - Tools, Options, click the Privacy tab, click the "Show Cookies" button.
You can also choose to delete specific cookies.
One warning... not all cookies are bad! Lots of sites use cookies to "remember" your info so that you don't have to register or sign-in each time you visit. The internet would be a lot less user-friendly without any cookies at all. I'd suggest "not" disabling all cookies.
Good luck,
Donk