When connected to pprune my firewall audit log reports over 100 events per hour, even if I am not clicking anything.
This "hidden" background activity annoys me because everytime an event occurs IE5.5 sounds a "click" noise, very annoying.
BTW Cookies are harmless by design ,but as some one once said..
"In theory there is no difference between theory and practice, in practice, there is"
No DIY shop will sell you a lock and say it will prevent burgularies. Same with firewalls.