Your not enough memory isn't cause by a lack of phyical memory, but Windows having only 64 k, yup that's right 64K, of memory allocated to what's happening in your computer; and a lot of programs don't release that memory when you shut them down.
Anything that won't work, try it again after rebooting, and if all else fails try rebooting into safe mode so nothing else is running.
As for the cookies you've got look throught them and see. You'll be surprised at what and where they come from by the names.
The original intent of cookies was to have them expire after a certain length of time, but very few issuers of cookies put in an experation date anymore.