Cookie Tracking

Is it normal to get a lot of cookie tracking through this site, I have found after some Spybot scans after only being here that I have lots of cookie tracking cookies on my PC, is it just the instability/insecurity of Firefox, or do Mac users get lots of tracking as they think that they are pretty safe. Please do not take this as having a go, because I will be moving over, I was just a little surprised.
As I'm assuming it doesn't matter if your a OS X or Windows user that having cookie tracking software is undesirable.