Others may have shared my experience of watching my ZoneAlarmPro fighting off the attempts of "DoubleClick.net" to plant a cookie when I'm on PPRuNe. This is evident on the TaskBar at the bottom of Explorer showing "1 item left http: //doubleclick.net etc, etc"
This advertising site is honourable enough to provide a blocker for its own cookies and this link will take you to it:
DoubleClick Advertising Cookie Blocking Page
You have to scroll to the bottom of the page to get to the button on which you have to click.