Anyways as far as Windows SP2 being more secure, I say it is about time! Let's hope it really is going to be as secure as they say this time. I seriously doubt that microsoft of all companies would block cookies as a default. Anyone can block cookies, but they wouldn't do that as the default. No way. So nothing to worry about as an affiliate.
Actually I think it will be a big help to affiliates because it should curb the drive by spyware/theifware downloads and auto-installs that cause all these people to get that stuff without even knowing or choosing to have it on there computer.