A method, system, apparatus, and computer program product are presented for processing cookies that are transmitted from a server through a proxy server to a client that is operated by a user. The proxy server detects that a response message from the server for the client has an associated cookie. The proxy server extracts a domain identifier associated with the server from the response message, and the proxy server retrieves a set of parameters that contain domain identifiers that are associated with indications of whether to block transmission of cookies from servers associated with the domain identifiers. The proxy server then processes the cookie in the response message in accordance with the retrieved set of parameters and the extracted domain identifier, either blocking or not blocking cookies from the identified domain. Blocked cookies are cached for subsequent use. Multiple sets of parameters may be configured by the user.