You should be aware that some of the other sites to which you are taken from my web site also will set cookies on your computer. You should evaluate whether you wish to let those cookies be set. A couple that I am aware of are CBS MarketWatch (stock quotes) and the weather pages. Any site that you go to on the Internet could potentially be setting them as well.
There are situations where the use of cookies is appropriate such as maintaining state information as you navigate a shopping site. It's pretty difficult to create a useful web site without them in that environment. On the other hand, using cross site cookies to track where you go and what you do is, in my opinion, an invasion of your privacy.
I am opposed to tracking individual usage patterns on the Internet and have taken steps to block the tracking of my Internet usage and recommend that you do the same. While the technology of the Internet may provide substantial benefits in terms of availability of information, it also offers the opportunity for unparalleled invasion of your privacy. Caveat Emptor!
I use Cookie Cop 2 to monitor Cookies and selectively block them. Ironically, this link to PC Magazine will also set cookies on your hard drive, but once you get Cookie Cop installed you can block them!
You may also find this FAQ (Frequently Asked Questions) file interesting if you want a lot more detail on cookies.