Thank-you for your question.
The answer to your question depends on the privacy settings of your
internet browser. Cookies can originate either from the site you
visited or via advertising located on the sites you visit. It is the
latter of these which may set unwanted cookies and these are usually
referred to as "Third Party Cookies".
In general, if your internet browser allows third party cookies to be
set you have no control on the types of site that are allowed to set
cookies and these could indeed include sex and/or gaming sites in
addition to the usual advertising links.
Microsoft explain the problem like this:
"A third-party cookie either originates on or is sent to a Web site
different from the one you are currently viewing. Third-party Web
sites usually provide some content on the Web site you are viewing.
For example, many sites use advertising from third-party Web sites and
type of cookie is to track your Web page use for advertising or other
marketing purposes. Third-party cookies can either be persistent or
http://tinyurl.com/euj49 (redirects to Microsoft.com page - the URL
was too long to post here!)
"However, we [Yahoo!] also allow other companies, called ad networks,
to serve advertisements within our web pages. Ad networks include
third party ad servers, ad agencies, ad technology vendors and
research firms. [...] Because your web browser must request these
advertisements [...] from the ad network's servers, these companies
can view, edit or set their own cookies, just as if you had requested
a web page from their site. Yahoo "targets" some ads to users that may
fit a certain profile ? for example, men interested in financial
Therefore, you can see if you were visiting a less reputable site than
Yahoo! and you were not blocking third party cookies, it would be easy
for the site you visited to have advertising from say a gaming site
and then the gaming site could set and edit their cookie as they
liked. If you were then to look in the cache of cookies on your
computer it would, at first glance, appear to show that you have
visited the gaming site (where in fact all you did was get an
advertisement from their site).
There is also an interesting article here that explains the difference
between the different types of cookie here:
I hope this helps explain the situation. If you require any further
help please do not hesitate to ask for clarification.
Additionally, if you require assistance in blocking these third party
cookies please let me know which internet browser you use (Firefox,
Mozilla, Internet Explorer, Opera etc) and I will dig out some
instructions for you as to how to block the setting of these cookies.