It may be useful to have Internet Explorer notify you whenever a cookie is about to be installed so you can see the difference between 1st party and 3rd party cookies. Note that you will likely receive quite a few notices even just for a single site, but again, it’s interesting to see just how much is going on behind the scenes. After you get a feel for how cookies work and the number of cookies you get on a specific site, I recommend you disable the prompt option.
- Open Internet Explorer
- Under the Tools Menu, select Internet Options
- Select the Privacy tab
- Click on the Advanced button
- Select the checkbox to “Override automatic cookie handling”
- For now select the radio button for Prompt under both 1st and 3rd party cookies
- Click OK, then OK on the Internet Options window
- Browse to a site such as Yahoo
- You will receive a privacy notice regarding cookies. You can click on the “More Info” button to get a detailed report such as in the figure below

click to enlarge
In the detailed Privacy Alert window, you’ll want to take a look at the “Domain” and “3rd Party” fields. Note that the domain for a 3rd party cookie will not be the same domain that you browsed to. You can also see in this window whether the cookie is a Session cookie or not.