Cookie grabbers are little programs that "grab" or "take" cookies away from your browser so they can find out personal information, like passwords and usernames, etc. Typically, these scripts would have to be run on the same site, so Neopets cookie grabbers have to be on Neopets themselves. Here are some tips to protect yourself:
1) Download a safer browser, like Mozilla Firefox (click here) or Opera (click here) as they're generally more safer as they're not as vulnerable to the same problems that Internet Explorer has and most scripts target Internet Explorer instead.
2) Change your password regularly and add random letters and numbers to it so it's harder for hackers to guess.
3C) For Internet Explorer users, go to Tools -> Internet Options -> Security -> Internet -> Custom Level -> Active Scripting -> Prompt (look at image below).
4) Avoid installing programs that you don't know anything about and stay away from inappropriate sites.
5) Scan your system often with programs such as AVG Anti-Virus or Webroot's Spy Sweeper.
6A) If you use Windows, make sure Automatic Updates is turned on or go to Windows Update to make sure you have all the latest updates installed.
6B) If you use Linux, Macintosh or any other operating system, make sure to check for updates often for your programs and packages.
7) Last, but not least, CREATE A PIN! You can create a PIN (Personal Identification Number) by going to the National Neopian Bank, Stock Market, Shop, Safety Deposit Box, etc. and scroll down to find the part that says something about a PIN. You should see it there. Make sure to put a PIN on your Safety Deposit Box, then put all your items there so the hackers can't get much.
Have a safe and fun stay at NeoAddict and Neopets!
If this guide has any errors, please post it on the forums.