You can start by going to Tools/Internet options/privacy tab and block all cookies.
Then go to Tools/Internet options/security tab. Click on the "trusted sites" tab, and cut and paste sites you want to vist that must have cookies enabled. Set the security level to this zone to medium. click apply and ok.
Next dl and install one at a time: Spybot Search & Destroy, Adaware, and Spywareblaster.
Links to dls for all three, and more good info, available here:
http://www.doxdesk.com/parasite/