The cookies in IE8 have nothing to do with the close-tabs prompt.

If, when in IE8, you hit f6 and start tabbing, you'll notice other search 
engine options (e.g., Winamp, Babylon, Yahoo), depending on what you have 
set up. IE8 calls these tabs.

When you close IE8, you can close the current tab. In my case this is 
Google.com/ie. If I do that, IE8 remains open, only I'm in Babylon or 
Winamp.

If I tell IE8 to close all tabs, then IE8 closes completely, but the next 
time I use IE8, I have to tell it again whether I want to close all tabs or 
just the current one.

If you select the always-close-all-tabs option, then IE8 just closes every 
time without asking you again. 


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