Privacy settings determine what your computer does with cookies from the websites that you visit. Some websites try to add cookies to your computer permanently, and some just use them while you're visiting their site.
You can do two important things to help protect your personal information while you’re online:
Learn how websites use your personal information, which is in part stored in cookies. For more information, see online help in Microsoft Windows or Windows Internet Explorer.
Use MSN privacy settings to specify whether you want to allow websites to save cookies on your computer.
MSN creates a privacy report so that you can see which websites' cookies were restricted or blocked based on your privacy settings. The report also tells you if a website that you've visited possesses information provided to them by a third-party website, such as a marketing research website.