Thank you Hazelnut,
I had looked through that guide but hadn't quite understood how the cookie selection feature worked. I've played some more and now realise that the Options, Cookies selection dialogue just sets up the list ready for when I run the Cleaner, with the cookies check-box ticked. It all seems quite logical now. I also discovered that most of the cookies in my deletion list remained after the first attempt at cleaning, because I have to go and explicitly select Firefox from the Applications tab.
Thanks for your quick reply - I'm sure I'll be fine now!