When we provide services, we want to make them easy, useful and reliable. Where services are delivered on the Internet, this sometimes involves placing small amounts of information on your device. These small files are known as cookies.
These pieces of information are used to improve services for you through, for example:
enabling a service to recognise your device so you don't have to give the same information several times during one task
measuring how many visitors are using the services of this website.
See the BBC Webwise website a good source of information about cookies.