Disable TIdHTTP third party hosts.

Hi, I'm working on an application on Embarcadero c++ builder that posts data on a web server, I use POST/GET functions of TidHTTP component to do that, But it acts like a web broser, gathering third party cookies and data from other servers and it uses more bandwith than necessary.
Anyone knows if there's a way to force it to recieve data ONLY from the web server I'm connecting to? Or maybe there's another way doing it without using tcp sockets. and building requests manually.
Any information would be a great help. Thank you
I opted for building my packets manually with blocking socket, setting "Accept-Encoding: deflate" allowed me to recieve clear html and terminate downloading the page when the needed data is recieved, using less bandwidth.
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