Have a look at this article:
SEP 12.1 detecting tracking cookies as "risk found"
http://www.symantec.com/docs/TECH172644
As for adding centralized exceptions :
How to add a Centralized Exception for a detection that is not included with Known Security Risk Exceptions in the Centralized Exception Policy.
http://www.symantec.com/docs/TECH106170
And informational very goo video about tracking cookies:
https://www-secure.symantec.com/connect/blogs/tracking-cookies