You can find the cookie settings for the domain in the current tab in Tools > Page Info > Permissions and change the setting for cookies to Block

You can inspect and manage permissions for the domain in the currently selected tab via these steps:

• Click the "Site Identity Button" (globe/padlock) on the location/address bar
• Click "More Information" to open "Tools > Page Info" with the Security tab selected
• Go to the Permissions tab (Tools > Page Info > Permissions) to check the permissions for the domain in the currently selected tab

There is still one cookie that gets saved when I visit CNN.com using the Tools>Page Info>Permissions route. I've blocked almost everything except for Images, QT, Flash.

Did you delete all CNN cookies?

If you change the cookie lifetime settings then this isn't applied to existing cookies, only new cookies get the new settings, so you need to clear existing cookies.

yes I did delete all the cnn cookies, and this single one several times.

If clearing cookies didn't help then it is possible that the cookies.sqlite file that stores the cookies got corrupted.

• Rename (or delete) cookies.sqlite (cookies.sqlite.old) and delete other present cookies files like cookies.sqlite-journal in the Firefox profile folder in case the file cookies.sqlite got corrupted.

You can use this button to go to the currently used Firefox profile folder:

• Help > Troubleshooting Information > Profile Directory: Show Folder (Linux: Open Directory; Mac: Show in Finder)
• http://kb.mozillazine.org/Profile_folder_-_Firefox