...and I'm inclined to think it's a symptom of 
some sort of tracking spyware that has installed 
itself on your machine.  Cookies usually do not 
open up in new windows, nor should they be 
slowing down your browser.

If you haven't already done so, you should 
probably download spyware detection software and 
run it on your computer.  I highly recommend 
Spybot  (http://security.kolla.de/), but AdAware 
(http://www.lavasoft.nu/) is popular and works 
well too.