A cookie is nothing more than a text file. It is not Malware. It cannot deploy Malware. Not every website will send you a cookie but granted, most will for one reason or another. Malware comes in principally through script – if your browser is set to blindly execute any code given to it, regardless of source, in comes the bad stuff.
A website does not have to send you a ping; if some website is pinging you by the mere act of visiting it, something strange is going on.
Particularly if, in the case reported above, you are posting on Website X and receive pings from some other entirely unconnected server. A ping is a knock at the door. It wants to see who is at home and what sort of security features the householder has installed.
In addition, the Windows firewall is excellent, and used in conjunction with a sensibly configured router (which pretty much everybody should be using by now) is perfectly sufficient for 99.9% of home users. As a rule, all-in-one security suites are scaremongering bloatware. Use the Windows firewall, an anti-virus package of your choice, an anti-spyware package of your choice, a secure browser, and use your head when you’re on the internet. Simple advice that will get you far.
Finally, there are a hundred reasons why your computer would be passing data to and from the internet without your participation. Windows automatically updates, and so do countless other applications. They maintain connections as part of their standard operations. Worrying about data flow you are not causing it is like worrying that you can still hear your car’s engine running when you’re waiting at traffic lights.
Scott
i believe you’re referring to this 🙂