Signature Rules & External Cookies

[Logikos]

I'm abit confused on what an external cookie is. What does it do, how can you tell if one is setting an external cookie, and can it be harmful? The reason why I ask is, I received private message from a moderator here at vBulletin.org stating that my signature needs to be changed as it was setting an external cookie.

The last time I changed my signature was about a week ago, that is when I added the image. Since then I haven't touched anything. Now I'm being accused for setting an external cookie. I replied to the private message stating that I don't know what an external cookie really is, what is does, or how to even set something up like that.

The reply I received was:

It is not setting a cookie now, so i don't know what you have changed.

I was a little disappointed in the with that reply and how this moderator approached me. Normally I won't take such matters to the public, but accusing me of such behavior is one thing; calling me a liar is another. So could someone please explain to me what this does.