agree with j2buttons ; you could get 'cookiewall' [freeware] and leave your cookie settings on allow then you get to permanently ban intrusive cookies like hitbox on the fly
It'll depend on which browser you're using, but as a general rule, look for cookie options in your browser's "preferences" or "security" menu. If all else fails (or maybe you should actually do this first!), check your browser's Help file and it should tell you how to turn cookies off.
IE 6 has various cookie options - you can set it to allow all cookies or just those that fit certain criteria. You can also get it to always accept cookies from the sites that you define. Perhaps you should upgrade to IE6 ?