Third-party cookies are cookies that are set by a website other than the one you are currently on. For example, cnn.com might have a Facebook like button on their site. That like button will set a cookie that can be read by Facebook. That would be considered a third-party cookie.
Some advertisers use these types of cookies to track your visits to the various websites on which they advertise. If you are concerned about this, you can disable third-party cookies in Firefox.
Disabling third-party cookies in Firefox can stop some types of tracking by advertisers, but not all.
Some websites (e.g. Microsoft's Hotmail, MSN, and Windows Live Mail webmail) use third-party cookies for purposes that are not necessarily privacy concerns, and disabling third-party cookies may cause problems with those sites.
Third-party cookie settings are available in the OptionsPreferences window's Privacy panel:
At the top of the Firefox window, click on the Firefox button and then select OptionsAt the top of the Firefox window, click on the Tools menu and then select OptionsOn the menu bar, click on the Firefox menu and select Preferences...At the top of the Firefox window, click on the Edit menu and select Preferences
Select the Privacy panel.
Set Firefox will: to Use custom settings for history.
Uncheck Accept third-party cookies.
Click OK to close the Options windowClick Close to close the Preferences windowClose the Preferences window