Attached Link: http://en.wikipedia.org/wiki/HTTP_cookie

http://www.auditmypc.com/freescan/readingroom/port_scanning.asp

A little info about those "harmless" cookies from advertisers.

Advertising companies use third-party cookies to track a user across multiple sites. In particular, an advertising company can track a user across all pages where it has placed advertising images or Web bugs. Knowledge of the pages visited by a user allows the advertisement company to target advertisement to the user's presumed preferences.

The possibility of building a profile of users has been considered by some a potential privacy threat, even when the tracking is done on a single domain but especially when tracking is done across multiple domains using third-party cookies. For this reason, some countries have legislation about cookies.

Besides privacy concerns, there are some other reasons why cookies have been opposed: they do not always accurately identify users, and they can be used for security attacks.

The first link up top has the whole article on cookies. The second link has some scary methods of port scanning and the possible reasons behind it.

I will admit that the article does state that cookies are generally harmless, but privacy aside, some are not when cookie theft is possible. And this possibility is typically exploited by attackers on sites that allow users to post HTML content.