According to this article in the Times today, even if you’re faithfully removing your cookies, you may still be tracked using Flash Cookies:
Code Known as Flash Cookies Raises Privacy Concerns – NYTimes.com.
The settings panel at the link below will allow you to change how Flash Player stores information on your computer. It takes a few moments to load, so be patient:
http://www.macromedia.com/support/documentation/en/flashplayer/help/settings_manager04.html