I know most people dislike this type of cookie intensely because of privacy issues. I don't worry about them
too much personally. Basically, they are to do with advertising. The cookie contains information about what ads to present to you that might encourage you to buy something. The ads you see might reflect your interests based on the sites you visit. Cookies kind of 'talk to each other', so your Internet movements are known to advertisers and are therefore 'tracked'.
Webmasters often need revenue from ads in order to keep afloat, or perhaps even just to make a bit of money out of their venture. Advertising and the associated tracking cookies could be a necessary thing for them. Some sites might not allow you to log in unless
all cookies are enabled.
I don't mind a bit of advertising, or the accompanying cookie, providing the advertising isn't too intrusive. I'm likely to block any ad that takes over a page. I'm not sure whether that stops the cookie or not but I suppose it doesn't matter very much I'm not going to troubled by the ads. Also, I'm not
all that worried if the sites I visit are known to advertisers, or to anyone else really. If you feel uncomfortable about that happening, you can attempt to block tracking cookies . Me? I'll remove them during all the security scans that get carried out. That way the cookies never get to log where I go over a
very long period of time. However, I don't get overly concerned if there are a few of them are found in the system. I've been browsing the Internet for about eight years now. I've never noticed anything nasty happen as a result of having a tracking cookie (or two) around for a while. Delete them once in a while maybe ...but I'd say not to be overly concerned if Ad-Aware or Spybot find a couple every now and then.
There's an article describing what tracking cookies can do here:
http://tinyurl.com/5e5hw