Cookies are harmless - they cannot run on your computer and cause damage. They can only pass information back to the server that it has already given to the browser.
I now use cookies on this site to track your usage of my Web pages. This is to try to get a better idea of how you use them, so that I can assess the value of them. I present the results in papers such as Courseware on the Web - an Analysis of Student Use. If you are happy with this kind of use, please allow cookies from my site - thanks!
The cookie is just a numeric identifier to distinguish you from other users. The cookies last as long as you run your browser - shutting down the browser and restarting it loses all my cookie information.