Muell My 2 cents on cookie management. I'm not that concerned over covering my tracks so I allow most cookies. I suppose each person should determine how they would like to handle them. As has already been stated you can block future cookies with IE6. Here's a couple of things you can do to remove unwanted cookies already on your system.
Go here and download and install (Freeware) AdAware.
Run AdAware and the program will clean up any spyware cookies such as doubleclick and aureate (sp?) that it finds. I removed 6. When I initially ran AdAware I found around 30.
Open a browser window and go to tools/internet options/temporary internet files and delete files. Then go to settings button/view files. (on the side...while you're here change the amount of disk space to use for temp internet files to somewhere around 40-80 mbs. Windows default setting is usually much higher and a waste of useable disk space)
Now go up to view and put a check next to details. Click on the header named "last accessed" a couple of times until you have the list sorted with the oldest dates on top. If you haven't accessed the cookie in quite a while obviously you don't need it. I selected all the files I haven't accessed this year.