tracking cookies are (usually) not immediately fatal to your computer. they are found from the internet when you browse through sites. it's a little difficult to actually permanently stop any cookies from tracking you, but you can prevent them by:
1. deleting all saved cookies in your computer (you can do this when you are on your internet browser, usually in the tools option on the toolbar)
2. blocking all third-party cookies (again, on your internet browser)
You can heighten your computer security programs so that they block any incoming viruses. Other than that, tracking cookies aren't something you should be horrified about.