Cookies are easier to handle in some browsers..(remember, the cookie is set IN your browser, not some vague place on the PC)

Firefox has an 'allow cookies for sessions' prompt, which means it will be deleted when the browser is closed. You can also create a 'cookie database' in your browser settings which tell it "don't bother to ask me in certain sites I list as trusted". With a little care, it is possible to reduce cookie prompts by quite a lot....and newer browsers have a way to pretty easily cleanse all cookies except those you want.