How do I change XP cookies default name and location?

Windows XP. Not familiar with the purpose of cookies, but have been advised to ensure that the function is in operation in my IE. Are they listed, and if so how do I recognise their individual importance or otherwise?
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More about change cookies default location
  1. Here, read up on cookies: http://en.wikipedia.org/wiki/HTTP_cookie
  2. There are two ways to deal with cookies. 1) ignore them. 2) erase them and block them. I recommend the first.
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Default Cookie Windows XP