How To Block Third-Party Cookies in IE7

you are worried about privacy!?? you will probably be worried about Third party cookies, Those are the cookies placed on your computer by doubleclick and all those nefarious places. Internet Explorer makes it easy to block them.

To get to this setting, go to Tools \ Options \ Privacy and then click on Advanced.

check the box for Override automatic cookie handling, and then select Block on the Third-party cookies radio button.
Note: This should also work for IE6.