I haven't really delved into exactly how phpbb uses cookies, but essentially they track your session so that you stay logged in for so long, keep your preferences (theme and other stuff) and so forth. Some of the ad servers probably set them too for about the same reasons. We don't keep or look at them or use them for any other purpose, though I suppose some of the ad servers probably agregate generic marketing info but not anything personal that would be attached to you.