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The only thing that happened is that certain "reputable" companies (Norton, etc) decided that the DoubleClick cookie could "compromise" individuals security, and set off a panic, during which most internet security firms jumped onto the bandwagon and declared DC cookies "anti-personal".
En fin.
Ignore them, unless you're carrying an AlQuaeda membership card.
Download Firefox...
Download Adblock (Extension for Firefox)...
Download the importable blocking list on my website for Adblock.
I add new advertising and other scum servers to my blacklist whenever I encounter them. This setup will not only block their cookies but also the vast majority of banner ads (including flash) you will encounter. With the list on my site you will only have to import the list and you'll be good to go with no further setup. Directions are on my site under HOME and then downloads and my link is in my profile.
Best of luck!
You can do a simimilar trick with IE, under Options Privacy, Advanced, Override automatic cookie handling and set both to block, add then any sites you want cookies from under "Web Sites" also on the privacy tab.