Phil,
We run a simple javascript code that will rewrite Ebay url's on TalkBass, so that if a user clicks through to ebay from TalkBass, ebay pays us a few pennies for the referral. Sort of like an affiliate program, that helps bring in a few bucks.
That tracking cookie is a means for ebay to know that you've come from TalkBass, and we get the credit. But it's not necessary. In fact, I'd highly recommend that in general, you set your browser to only accept cookies "from originating sites". That means that you'll only accept TalkBass cookies when you visit TalkBass, and you'll only get Yahoo cookies when you visit Yahoo, etc. IMO, you should never accept cookies from 3rd party sites...