Self destructing cookies are ones that are destroyed at session end or when the browser is closed.
It stops the Visit Foo, Foo sets a cookie, You go visit Bar, then Fizz, Fizz has a tracker from Foo which gets the cookie problem (at least partially).
Where it gets interesting is when Foo, Bar, Fizz and Buzz all have trackers in some form or another and co-operate.
Privacy is pretty much dead at this point without extreme effort.
I'm a big fan of Noscript, but could you explain more about self-destructing cookies?