Cookies are small files which are stored on a user's computer. They are designed to hold a modest amount of data specific to a particular client and website, and can be accessed either by the web server or the client computer. This allows the server to deliver a page tailored to a particular user, or the page itself can contain some script which is aware of the data in the cookie and so is able to carry information from one visit to the website (or related site) to the next.
These cookies in effect learn what your preferences and interests are and use this to improve the user experience.
Source : http://www.whatarecookies.com/
Here is how to delete cookies for your browser :
For more browsers, please see this link : http://www.whatarecookies.com/delete.asp