A4Proxy offers you two ways to block cookies: you can block both incoming and outgoing ones (i.e. all of them) with the option “Block All Cookies” on the Browser Options tab.
However, it is also possible to block only outgoing cookies. This way the sites will “think” that cookies are enabled on your computer and will put their cookies and allow you to surf; however, they will not be able to get their cookie back and therefore will not be able to track you – you will be a “new user” every time they check it.
In order to block outgoing cookies, you should enter “Cookie” (without quotes) in the Variable field on the Browser Options tab; the Replace With field should be empty. Click the Add button.
Note that some sites (e.g. hotmail.com and similar services) will not be able to work with cookies blocked.
Also note that some websites place cookies using Javascript programs embedded in the pages. A4Proxy cannot do anything about that in the current version, so you have to switch off Java/Javascript in your browser manually.