Now select the Privacy tab.

Privacy Preferences. The vertical slider here may be used to choose from several predefined
privacy settings. Each of the options available will display
the features of each setting, which are fairly
self-explanatory, so move the slider Up/Down to view each
the features of each option. I'd recommend leaving setting
this to High.
Import.
This button allows you to install custom privacy settings
from a local or network stored file if available. The
presets available will likely suffice though.
Default.
Selecting this button will restore your Privacy setting to
the default level of Medium.
Edit.
Select the Edit button if you wish to ignore
the Cookie preferences you have selected for specific sites.
Simply type the sites URL into the Address of Web site
field and select Block to refuse saving any Cookies
from that site, or selecting Allow to not decline
saving of Cookies from that site. Use the Remove
button should you wish such sites to use the normal Cookie
management features. Note – This setting will also override
any privacy policy available for the listed Domain(s).
If you’ve got time on your hands a good idea would be to add
Block sites whose cookies Ad-aware/Spybot (mentioned
earlier) detect, as this will mostly affect ad servers, this
should have little effect on functionality.
Select the Advanced button should you wish to
customize the Cookie preferences yourself:

Override automatic cookie handling. Selecting this setting will remove the slider bar
in the Privacy tab, instead of using that for setting
your Cookie preferences they will determined here by you.
The following 3 option will now be available to change.
First-party Cookies.
Set this to Accept to enable Cookies
originating directly from the webpage you are visiting to be
stored on your system. This is rather useful and can be used
to store information such as Forum login details so you
won't need to re-login any time you visit a Forum. If you
are on a shared PC however you may want to set this to
Block for similar reasons, you don't want others to be
able to access certain Websites as you. Some Websites
may not function correctly with First-party cookies
disabled. Another alternative would be to set this to
Prompt, in which case you can block some Cookies &
accept others, although this is fairly time consuming if you
visit many Websites.
Third-party Cookies.
Set this to Accept to enable Cookies
originating externally from a webpage you are visiting to be
stored on your system. In most instances this will mean one
thing – advertisements, as a result I’d recommend selecting
Block for this setting.
Always allow session cookies. Select this setting to enable the storing of
temporary cookies on your system. These are stored until you
close all IE6 windows, as a result there’s no great need to
Unselect this setting.
Once finished here, click Ok.
Block pop-ups.
Unselecting this option disables IE6’s
built-in pop-up blocker. Select this option to
enable IE6’s built-in pop-up blocker, which disables
the loading of much pop-up content on sites – which will
mostly be advertisements (it’s worth noting this is not
perfect and will also disable many legitimate
pop-ups). Should a pop-up be blocked in this way an
information bar will appear at the top of the window, from
which you can select what action to take.

For convenience sake you can use the Temporarily Allow
Pop-ups or Always Allow Pop-ups from This Site
options to enable temporary or long-term displaying
of pop-ups from the site which you are viewing if desired.
Now select the More Settings button as shown above,
or the Settings button in the Privacy tab.

To allow pop-up from specific websites enter the address
into the Address of Web site to allow field above and
click Add, e.g. I’ve entered
pigsback.com as the pop-up blocker disables the
displaying of pop-up windows for quizzes & such. Use the
Remove button should you change your mind at a later
time.
Play a sound when a pop-up is blocked.
This is fairly self-explanatory.
Show Information Bar when a pop-up is blocked.
The Information Bar is shown above earlier, and again, is
fairly self-explanatory as to what this does.
Filter level.
This option specifies how aggressive the blocking of pop-ups
is, 3 options being available:
High.
Selecting this option blocks all pop-ups.
Medium.
This option blocks the majority of pop-ups.
Low.
This option allows pop-ups on secure sites (It’s
unlikely a secure site will be displaying pop-up ads
after all).
Select the Close button once you’ve made your
choices. It’s also worth bearing in mind that other Internet
Explorer add-ons provide pop-up blocking capabilities, e.g.
Google Toolbar and
Yahoo! Toolbar both feature this. So if you’re unhappy
with IE6’s pop-up blocker you may prefer the performance of
these.