Alot of sites set cookies, they are nescessary when you login somewhere to remember that you have logged in. So when you log in to RU a little cookie is put on saying 'this user is logged in' if the cookie isn't present then you get taken back to the login page. Photobucket would add a cookie if you logged in there but probably not if you were just visiting. The same if when you login you tick the 'remember me' option that puts a little cookie on the computer to remember you.
A secure site is one that has encription, this is necessary if your filling in data like credit card details. It doesn't matter if you just uploading photos though.
Defraging your hard disk won't remove cookies , but will tidy other bits up to make it faster. To remove cookies open up Internet Explorer and choose 'Internet Options' from the tools menu. That will pop up a box with lots of options one of which is 'delete cookies'.
Tam