Facebook is notorious for tracking people. It's really hard to avoid not having any of their cookies. Near impossible. Even if you don't have an account. Here's just one example of what they do.
Same here... I just manually delete them from my cookies. Also, if you use Firefox, there are a few plugins that you can use that will prevent Facebook from installing cookies in your browser.
BlockSite is an extension, which automagically blocks websites of your choice. Additionally, this extension will disable all hyperlinks to these websites, by just displaying the link text without the clicking functionality.
Block Facebook content from appearing on other websites.