Thank Bill Gates (sarcasm) and buy a Mac or a Linux machine.
???
cookies aren't specific to windows computers or to internet explorer - *all* computers that connect to the internet are susceptible to spyware and adware. If you want to be completely safe you have to unplug from the internet and not add any software.

Barring that, the best you can do is keep your firewall on (windows xp has a decent one), keep auto-updates turned on, keep your anti-virus software updated, and run a program like ad-aware weekly to clean off tracking cookies.
_________________________
- Allen

- I don't need things, I need people -
mb © 2002