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However, these 'harmless' cookies could pose a threat. If somebody looks at the cookies in your PC, they will know which sites you have visited, learning, for example, the kind of music you like, your hobbies or even your sexual tendencies.

These files can reach your computer in several ways. As previously explained, one of them is almost unintentional and results just from browsing itself, whereas on other occasions it is users themselves that bring files into their computers. A file download, for example, of an updated driver for a video card, a list of the closest drugstores, a summary of an ornithology congress, a new game level, etc. In these cases, it is you that is requesting for information to enter your computer and exposing yourself to danger.
Files can enter your computer for many reasons. Not only can you choose to download a file (through a link in a web page or an FTP session), but you can also receive files from other people through a chat session. Moreover, there are vulnerabilities in some programs that prevent users from being informed of file downloads.
To sum up, keep a close control of things that enter your PC. Increasing the security of your browser takes only seconds and will save you a lot of trouble. Installing a personal firewall is very complex, expensive and only for expert users. If you want to avoid dangerous files from entering your PC, install an antivirus on your computer, let it update itself once a day and relax.
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