With the other two, as Warren, I believe,
(or was it Jim?) suggested, find your "cookies.txt", access the properties
of the file, and make it "read only".
During site visits thereafter, cookies
can go back and forth, but when you kill the browser, the cookies die with
it, as they cannot be appended to the file. I've been doing it for quite
a while, without a hitch.
And there's no fat ladies with horns bellowing about loves lost...