Once your browser is open, select the Tools menu
click Delete Private Data
click the Details button.

If you wish to keep things such as history, saved passwords, cache, etc., uncheck those items and click elete.
You may get a dialog that says "Active transfer has not been removed." if you are currently downloading a file.

If you want to only delete certain cookies, click Tools and hover over Advanced then click Cookies.
From this screen, you can search for and select cookies to be deleted.
To do so, select the select the site or the individual cookie and click Delete.