These options are well documented.  Important notes:

These flags affect the process that you set this option from. 

You do not need to pass an InternetHandle (but no error if you do).

Sample code:

bool abRes = false;
DWORD adOption = INTERNET_SUPPRESS_COOKIE_PERSIST;
abRes= InternetSetOption(hInternet, INTERNET_OPTION_SUPPRESS_BEHAVIOR ,&adOption,
sizeof(adOption));
adOption = INTERNET_SUPPRESS_COOKIE_PERSIST_RESET;
abRes= InternetSetOption(hInternet, INTERNET_OPTION_SUPPRESS_BEHAVIOR ,&adOption,
sizeof(adOption));