A "cookie" is a small piece of information which a web server can store temporarily on your computer. This is useful for having your web browser remember some specific information which the web site can later retrieve, enabling more seamless access to many site features.
For more information about cookies and how to set them in the most popular browsers, see these sites:
Microsoft Internet Explorer
About Web Beacons
A Web beacon is simply a small 1 pixel x 1 pixel graphic image. It is unobtrusive but it can be used to log how many times a web page or HTML newsletter is read.
About IP Addresses
An IP Address is a unique number assigned to every individual device on a TCP/IP (Transmission Control Protocol/Internet Protocol) network such as the World Wide Web. Since these numbers are usually assigned in country-based blocks, an IP address can often be used to identify the country from which a computer is connecting to the Internet. An example of an IP address is 220.127.116.11.