Sure...I do it all the time
You can either do individual cookies or the whole lot (my choice).
Just copy the cookies folder relating to you somewhere...then when the O/S is installed on the new system, just put your cookies in your Docs/Settings/Your ID/Cookies folder or just replace that folder with the old one.
Same thing works for email (if you use OE), WAB, and Favorites. Correction: Email is a little different since messages (probably) need to be imported.
Edited by hamluis, 26 July 2008 - 12:08 PM.