desgnr--It depends what you are trying to accomplish. I assume you run IE. Is it 6 or 7?
Since you have set IE to prompt you, you are getting prompted. That would drive me nuts. In IE7 (I cannot remember if IE6 had this) I have set IE Tools|Internet Options|Privacy tab|Advanced up to block all third party cookies and allow first party cookies. I also checked the box "Override automatic cookie handling".
But I try not to go to sites where malware could be lurking. (To help me, I use a HOSTS file.)
I also use a little program call Cookie Jar. http://www.jasons-toolbox.com/progra...m=Cookie%20Jar
Each time I open it, it tells me what cookies I have received since the last time I opened Cookie Jar, and allows me to delete those I do not want with a click or two.