From the product page

Alfajor is an http cookie filter, written in Python with an optional GUI. It acts as an http proxy (you must configure your browser to use it) and can either contact sites directly or work with a second proxy (eg. a cache).

The program allows cookies to be sent from your browser to any address which matches a list of regular expressions. The GUI allows the filter to be turned on and off, sites to be added or removed as they are accessed, and the list of regular expressions to be edited.

From version 1.3, Alfajor can block all data from named sites. This allows filtering of adverts. By running two instances of the program in series, cookies can be controlled and adverts blocked. For more information, see here.

Please note that Alfajor does not fully conform to any HTTP version. However, in practice, it works with the vast majority of sites.