Cookies

Hi there
While i was out at work yesterday, i left my pc on because i was downloading some music.
When i came home i was just tidying up my hard drive etc, and i noticed that some cookies had been added to my cookie folder during the time i was out of the house!!
How can this be possible when i wasn't browsing the internet at the time??
Hope you can answer this question.
many thanx in advance

 

What program where you using to download

 

I was using Utorrent, i had no other browser windows open, altho i may have left outlook express running too, cant quite remember

 

Hi thanx for that, i've changed my cookie settings now so that i get prompted, so lets see how that works.
I always thought you had to be surfing the net for cookies to go into that folder, never realized you dont even need a browser open to get them. How does that work?