Block That! does more than blocking ads, deleting cookies and blocking popups. You can now specify Block That! to delete Cookies selectively (from "unsafe sites!") and you can customize ad blocking/popup blocking. Block That! is better and faster than most of the similar ones around and that's because
1. It does not run a proxy server or firewall.
2. It does not change your system/browser's settings (except the Windows hosts file)
3. It does not modify any downloaded document/page to remove ads etc.
4. It can be customized to suit your needs.