Other possible remedies:
For Netscape (I don't use MSIE so can't say), delete everything in cookies.txt (usually in C
Program Files\Netscape\Users\default) below the line reading "# This is a generated file! Do not edit", then make the file read-only (right mouse click: Properties, then tick 'Read-only' under Attributes). This is a bit OTT and I don't recommend it, as you would lose all your stored passwords and other potentially useful facilities.
A better solution is to use advert/cookie-blocking software eg Naviscope (www.naviscope.com) - very effect and FREE. Or the Windows version of Junkbuster (available from
www.waldherr.org/junkbuster/) - also effective and free, but needs some user input to configure. These programs allow configurable blocking of ads and selective blocking of cookies.
But be warned, the sites' sponsors are likely to take a dim view of this type of software. But as far as I am concerned, it is my computer and I will determine what is downloaded to it, what information is disseminated from it, and to who.