A Cookie is a file on computers hardrive mostly in the drive where the operating system installed, it is kept under sub directories and that is used by web sites to record data about the user . it is like text file that gets enter in to the memory of the browser .
if you want to delete the cookies double click on the drive where the operating system installed usually C: drive
MY computer > C drive > Documents and Settings > Click on the User > Local Settings > Temporary Internet Files
now you can see what are the cookies entered in to your computer select all Ctrl + A and press Delete button to delete all the cookies .
I better suggest press SHIFT + DEL key to permanently remove all cookies from your computer .
SOME TIMES YOU MAY NOT SEE THE FOLDER " LOCAL SETTINGS " because by default this folder is hidden .
if you want to see this folder you have to set and change the folder option properties . it's going to be like this
click on START button and go to CONTROL PANEL > double click on the folder options > Click on View TAB > and select the radio button Show Hidden files and folders and click OK
that's it you have done
Please check the screen shot to know more about the folder options below