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The setting can be defined specifically for different websites and web applications. Furthermore, browsers allow you to define different settings for “proprietary” and “third party” cookies. By way of example, in Firefox, through the Tools-> Options-> Privacy menu, you can access a control panel where you can define whether or not to accept the different types of cookies and proceed with their removal. On the internet it is easy to find documentation on how to set the cookie management rules for your browser, by way of example, some addresses relating to the main browsers are reported:Chrome: https://support.google.com/chrome/answer/95647?hl=it
Internet Explorer: http://windows.microsoft.com/it-it/windows7/how-to-manage-cookies-in-internet-explorer-9