Where is my Windows, etc.?

after getting to the cookies folder, you could back up one folder and right-click on the cookies folder to create a desktop shortcut for many quick accesses in the future

If you are using FIrefox, then simply go to Options -> Privacy, click on Use Custom settings under History, then click Show Cookies and finally click Remove All Cookies.

If you are using IE9, then go to Internet Options (also accessible from Control Panel), then under browsing history either simply click on Delete, or click Settings. There you have two options: Show Files and Show Objects. This way you can see which cookies and other stuff are stored in your computer and delete whichever you want (pressing Delete above will delete all of them).

Additional steps you might want to take is use Disk Cleanup tool (right-click on your hard drive and select Properties -> Disk Cleanup), or run any anti-spyware program (for example the one WHS has suggested in this thread). You could also use Ccleaner, but search this forum for instructions before you use it (basically, just use the cleaner part, don't mess with the registry cleaner part unless you know what that stuff is).

Hope this helps with the cookies questions. If you have other issues with your computer, please let us know.

Thank you, guys, for your suggestions.
I used to have all these programs handy, until AVAST techsupport told me to uninstall them all, as they interfered with AVAST, causing problems. Should I reinstall some and then uninstall them?
I do have Temp File Cleaner, where I can check Cache, Cookies, History in both Mozilla and IE, which I use very rarely. In the past, I lost all Cookies after using some cleaning program (I forgot which one). I wonder what cleaning program can selectively clean out only tracking cookies, leaving useful ones intact?
BTW, I already changed "cookies" option in both Mozilla and IE, but that will prevent unwanted cookies from getting in; the one which are already in, need to be "weeded out".

Thank you, whs!
To make myself clear: I did not block all Cookies, I have not changed anything in First Party Cookies, I even did not block Third Party Cookies, I only checked : Ask Me ...