McAfee INTERNET SECURITY 5.0 Manual page 115

Internet Security and Privacy
Information about the items you add to the shopping basket is stored in a
cookie on your computer because the Internet browser cannot retain
information that you entered in one Internet page when you switch to another
Internet page. The cookie saves information about your purchases and allows
the site to create a final order form for you.
Another example is the cookie that a Web store keeps on your computer,
holding your user name and password so that you do not need to enter this
information each time you connect to the site.
Some stores may use the cookie information to record each time you connect
to the site, what pages you use, and whether you click any of advertiser
banners. Reputable sites provide privacy information to tell you how the
information that is gathered is used.
The above examples of cookies are clearly useful to you, at least in some way.
However, other sites might download cookies just to collect information about
your Internet use. These cookies are clearly not useful to you at all.
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