The only way you can disagree is by not going to the website. It's a bit of a useless warning, but websites don't have to give you a way to not get cookies, just tell you they use them so you can decide not to go to the website.

You can install privacy software, such as privady badger, which will help protect against tracking

Some countries (especially UE ones) have laws designed to protect online privacy. Consumers must be aware of how information about them is collected and used online.

As you can read in http://ec.europa.eu/ipg/basics/legal/cookies/index_en.htm The ePrivacy directive – more specifically Article 5(3) – requires prior informed consent for storage or for access to information stored on a user's terminal equipment. In other words, you must ask users if they agree to most cookies and similar technologies (e.g. web beacons, Flash cookies, etc.) before the site starts to use them. For consent to be valid, it must be informed, specific, freely given and must constitute a real indication of the individual's wishes.

But as you said, it's not really possible to refuse... As we can't DISAGREE, let's be more agressive... To avoid those prompts (and the cookies behind), I usually use two add-ons :

1. a first one that accept any cookies and magically press the "I DO agree" button ;
2. a second one that erase any cookies afterward.

At this time I use FF60.2 under Debian Linux, and the add-ons are :

1. I don't care about cookies 2.9.1
2. Cookie AutoDelete 2.2.0

Enjoy.

Thanks to you both! :) I am in the EU, for the record.

I'm still confused! … On one hand, users must consent before the site can start using cookies. But on the other hand, it's not possible to disagree to use them? So which is it?

The legal side is complicated. Companies have to make their own judgment on whether it is safe to set cookies without your consent, or whether they need consent. Lawyers may disagree about whether the various overlapping Community level and national legal regimes create leeway for them to do what they prefer to do.

If sites display a banner telling you they use cookies but NOT providing a way to decline them, then you can guess what legal advice they have received. (Or maybe they never called their lawyer...)

Anyway, you can't depend on what sites say, if you feel strongly about a site's cookies, you need to manage that yourself using browser settings and/or add-ons.

Thanks once again, Jefferson! Your answer is what I suspected, that I shouldn't pay too much attention to those warnings, and responsibility for blocking cookies comes down to me, just as it always has done.

If anything, all these warnings about cookies are harming web privacy because they give the illusion that sites have to declare this stuff, and/or that users have to consent. In the old days, we all assumed that sites could do whatever they wanted so it was our job to guard ourselves against it.

And boy, you sure get around, don't you sir? I've just visited two different sites asking questions relating to privacy, and you've provided answers on them both! Ha ha. If it hadn't been for your distinctive avatar, I wouldn't have realised it was the same person!