Here’s how to do this in some of the most used browsers:
Select ‘options’ then choose ‘privacy’. Since Firefox accepts cookies by default, select ‘use custom settings for history’. This will bring up additional options where you can uncheck ‘accept cookies from sites’ or set exceptions, ‘accept third party cookies’, and decide how long cookies will be stored. You can also see the list of stored cookies and delete those you don’t want manually. The option of deleting all cookies is available either from the history or privacy window. Permissions for blocking or allowing cookies for single sites can also be set via the Permissions tab.
Click on the wrench (spanner) on the browser toolbar. Choose ‘settings’, then ‘under the hood’. Find the ‘privacy’ section and click on ‘content settings’. Then click ‘cookies’ and you will get four options allowing you to delete cookies, allow or block all cookies by default or set cookie preferences for particular sites or domains.
Select Tools (or the gear icon), Internet Options, Privacy. You can choose from a number of security settings including Accept All Cookies, Block All Cookies and intermediate settings that affect cookie storage based on privacy and whether cookies set allow third parties to contact you without your explicit consent.
In Safari 5.0 and earlier: go to Preferences, Security and then Accept Cookies. You can choose from Always, Only from sites you navigate to or Never.
In Safari 5.1 and later: go to Preferences, Privacy. In the Block cookies section choose Always, Never or From third parties and advertisers.