"Cookies" may be benign, useful, or harmful. Essentially, they are tags attached to your browser which allow websites to identify your machine for any of a number of purposes. Some indeed may compromise security or privacy, some are required to permit funtioning of features on their related websites (such as your login to this site, or retaining user-set preferences for a particular website, such as Google, for example). Your browser already has considerable cookie control built in; consult its helpfile. Typically, cookie permissions can be set by going to your browser's tool bar, selecting "Tools", then "Internet Options", then opening the "Privacy" tab. Again, consult your browser's documentation, typically available under the "Help" button of the browser toolbar.
"Traces" is an ambiguous, essentially meaningless designation. It is normal to retain, or "Cache" a buncha stuff as you surf around on the 'net or even as you navigate within your own machine. Again, your browser already has considerable cache control built in; consult its documentation.
The top-rated Spyware/Adware protection and removal utilities are PepiMK Software's
Spybot Search & Destroy and LavaSoft Software's
AdAware, both free. Spybot's protection can be augmented by also using the likewise free JavaCool Software's
Spyware Blaster, an independent application actually recommended by Spybot.
Spybot S&D additionally has a buncha very handy, and powerful built-in utilities, including a Startup Manager, which will control which applications are allowed to start with Windows. It also offers real-time blocking and registry monitoring, as well as process control. My recomendation, and that of most folks who get into this sort of thing, is to Use Spybot (and SpywareBlaster) along with AdAware, as the they compliment one another, one finding things the other does not and vice versa. Spybot has both proactive protection, blocking installation and/or functioning of yuckware, and after-the-fact cleanup/removal functionality; AdAware's free version doesn't actually block anything, but is quite good at ferreting out and removing stuff that shouldn't be there. AdAware has a pay-for companion program, called AdWatch, which does provide real-time blocking among other functions, but AdAware Free works just fine without it. I do use AdWatch, but Spybot's blocking is nearly as efficient at blocking all by itself. As with any application, it is very important to keep them updated (AdAware updates typically come out a few times a week, sometimes even a couple in one day, Spybot and SpywareBlaster less frequently, but still quite regularly), and to configure them for maximum protection and functionality, per the detailed and simple-to-understand instructions provided by their documentation. Read the instructions.
Its interesting to note the almost universally top-rated anti-spyware/anti-adware utilities are not only free, but do not advertise. You won't find much good said about Spysweeper in any of the privacy/security forums or UseNet Newsgroups, or by objective reviewers. For example:
PC MAGAZINE wrote:SpySweeper 1.03
By Larry J. Seltzer
April 22, 2003
Product: SpySweeper 1.03
Price: 1-year subscription, $29.99 direct; 2-year subscription, $39.99
Company Info: Webroot Software Inc.,
www.webroot.com
Editor Rating:
Rate it Yourself
A recent entrant in the spyware removal field, Webroot Software's SpySweeper doesn't claim to do anything especially revolutionary, but it does claim to do everything we were looking for. It let us down, detecting only 7 out of 20 pieces of spyware and clashing with Norton AntiVirus.
We were glad to see a warning from SpySweeper that removing BrilliantDigital would cause Kazaa to fail. SpyBot issued a general warning that such things could happen, but only SpySweeper was so specific.
Troublingly, SpySweeper missed some well-known spyware applications, including Aureate/Radiate, eZula, and Web3000. Despite Webroot's claim to remove key loggers and Trojan horses, the product didn't remove NetObserve, WinWhatWhere, or NetBus.
As with BPS Spyware/Adware Remover and PestPatrol, Norton AntiVirus 2003 failed spectacularly following the spyware removal process, and on one of our test configurations the system became so unstable that it was unusable. Webroot confirmed the problem but couldn't explain it.
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Finally, Spybot, SpywareBlaster, and AdAware all are supported and cross-supported, essentially free and 24/7/365, via a number of well-established and highly respected web forums which are frequented not only by users with various levels of experience and expertise, but by the actual developers and staffers of the programs, who very much want to be sure their stuff works as it should.
My take: you can't do better than "Free and it works"