Which browser do you use?
If you use Internet Explorer,
Under The Windows Tab In The Cleaner Section, Under Internet Explorer, do the following:
Uncheck Cookies. And History, if you want to keep them too.
If Firefox, Go the The Applications Tab And do the same.
You Can Also Go To Options > Cookies.
Over there, put the sites you want the cookies to keep to the "Cookies To Keep" List by using the "->" button.
Hope this helps.