Online privacy is a big deal these days, with huge companies being formed every month to both protect and exploit information gathered about you. By far the most common method used to track individuals on the Internet is the 'Cookie', a small file stored on your machine with information provided by a website.
CookieWall works on all versions of Windows, from Window 95 to Windows 7 and everything in between (including XP, Vista, Win2k, etc).