From there, the site takes you through the settings menus of the three major browsers; Chrome, Firefox and IE. Granted, the methods outlined in the How to Geek post will require some extra curating work from you, the user, but I think you'll find some peace of mind in it.
A cookie is simply a small file that a web site places on your computer to store information. The process itself is totally benign and can even be helpful when cookies do useful things like store your shopping cart information between sessions, save you from the hassle of logging into a site every time you open and close your browser, and other helpful time savers. The ones that give cookies a bad name track users without their explicit knowledge and help advertisers (among others) build profiles of users. Many people want to limit the amount of information that is gathered about them and do so by limited the kind of cookies that their browser accepts and/or retains.
Both Chrome and Firefox support private browsing in some shape or form. If you're a Chrome user, you have the option of browsing in Incognito Mode. If you use Firefox, you can use private browsing found in the privacy settings menu. The video below talks more about Chrome overall and focuses in on Incognito Mode at about the 1:25 mark.
Hopefully you'll find the How to Geek post helpful, and I encourage you all to read the whole thing. You can also visit the native site of your browser of choice for more information on what your privacy settings mean and how your information is used.
As we mentioned in class, there's no ON/OFF switch, no silver bullet, nothing that will handle and solve every Internet privacy issue, but it serves us all to better understand the technology and be more in control of our own private information.