I raised this issue a few weeks ago and got no response.
If you've ever bought goods or services on the internet then this type of tracking cookie is capable of associating your name and address with the individual profile of your computer...you are personally tracked.
Plenty of websites will explain the process which was pioneered by DoubleClick in partnership with a number of Secure Internet Vendors.
LATER:
I can accept that PPrune itself doesn't do anything underhand but if the advertisers are setting this cookie then we need to think about it.