If you are using Firefox (If you are not, why not?) then just get the DownloadHelper plugin. Downloads any media without being tracked or having cookies inserted into your browser.
Code from site
<!-- Start eXTReMe Non Public Tracker Code V3/5
Login: ripzorr
Help: www.extremetracking.com
Installation instructions:
Copy and paste this code between the two body tags into the
*source* of your pages or in your footer/template. Best is
to use a normal text editor such as notepad. -->
<script type="text/javascript" language="javascript1.2"><!--
EXs=screen;EXw=EXs.width;navigator.appName!="Netscape"?
EXb=EXs.colorDepth:EXb=EXs.pixelDepth;//-->
</script><script type="text/javascript"><!--
navigator.javaEnabled()==1?EXjv="y":EXjv="n";
EXd=document;EXw?"":EXw="na";EXb?"":EXb="na";
location.protocol=="https:"?EXprot="https":EXprot="http";
top.document.referrer?EXref=top.document.referrer:EXref=EXd.referrer;
EXd.write("<img src="+EXprot+"://nht-2.extreme-dm.com",
"/n3.g?login=ripzorr&url="+escape(document.URL)+"&pv=&",
"jv="+EXjv+"&j=y&srw="+EXw+"&srb="+EXb+"&",
"l="+escape(EXref)+" height=1 width=1>");//-->
</script><noscript><img height="1" width="1" alt=""
src="nht-2.extreme-dm.com/n3.g?login=ripzorr&url=nojs&j=n&jv=n&pv="/>
</noscript>
<!-- End eXTReMe Non Public Tracker Code -->
Check out what they do at
www.extremetracking.com/