Do I go thru "my computer?" or something else?

through "my computer" c, or whatever your primary drive is,
\windows\cookies  
"cookies being a sub-directory within the "windows" directory, you should find them there. you'll also find cookies in your temporary internet file which is in the windows directory also.

first, do you have Internet Explorer 6 or 5 or 5.5?  If it's IE6, then open IE.
click on tools -> internet options -> 'delete cookies' in the middle of the window

not IE6?
start menu -> find -> files or folders -> search for "cookies" in your local harddrive (c:) including subfolders.
delete the folder that pops up in the search window.

edited cause I kant spl.
(No, I don't do tech support for Earthlink.  Why do you ask?)

Go to www.lavasoftusa.com and download the free version of Adaware 6.0.  

Run this every so often and it will find, and can remove, doubleclick cookies, comet cursors, timesink, and other spyware and spy cookies.

Open Windows Explorer. Right click on "System".
Click on "Find". In the name and location tab type in "cookies.txt" (no quotes).

Tip: if you can manage without using cookies, right click on the "cookies.txt" file. Click on "Properties. Change the attributes from archive to "Read Only". Click on "Apply". This will prevent any cookies from being written to the file.