more firewall(zonealarm) questions

hello

what are "components" they are in the "program control" tab?
some of them are dll's "utr.dll" and then there are other small ones, like .fmt .x32 .ocx... ... ...
what are they!?

now some newbie questions i think...
(in the "privacy" tab)

what are "private header information"?
what are "web bugs"?

how does internet explorer or zonealarm know wich cookies are persistent and wich cookies are session...

mobile code...
this is hard to ask you... javascript, vbscript, activex... aren't they all the same, i mean... the language is difrent but they are all scripts, right? can you give me exemples of what they do, point to places where they are used please, i would like to know what i should block and allow, thanks.
what is macromedia flash\shockwave, not any of this right?, its a "component" or "browser extension"?...

thank you