What to do with these particular browser-responsive function

[gatekeeper]

Buried in the 8800's settings is a facility for blocking externally-invited but potentially hazardous browser functions. These are:

Java Applet
Active X
Cookie
Proxy

The facility is found at Configuration/Security/URL Filter.

What's the general view among you all as to whether any or all of these features should be enabled? At present, I have these all enabled there (but not within my browser).

Over some years now I've gathered that the use of any downloaded Java (not to be confused with Java Script) is a potential security risk. The same is often said of Active X. Cookie, here, is not so straightforward, as I guess we all use some cookies (and just trust that they're non-damaging ones). Proxy, here, is rather vague.

Is it advisable therefore to configure this particular section to block all Java Applets, all Active X, but leave Cookie and Proxy unblocked? As a non-expert on these, I'd be interested in others' views.