Tracking Cookies - AVG Anti-Spyware

Hi,
After noticing the slow performance on my laptop when going online, I activated the AVG Anti-Spyware, which detected several files infected with 'Tracking Cookies' (.2o7, .tradedoubler, .hitbox, .Atdmt, .Statcounter) - mostly from Mozilla/Firefox. Everytime I use AVG A-S, these 'cookies' are detected, and after completion of scan, these are deleted.
Do I have to go into program files to seek out anything there still infected? I've had discontinued using Mozilla/Firefox for Internet/Email and went for Internet Explorer instead, but the 'cookies' still crop up.
Thanks,
allendog

Tracking cookies are generally not serious threats to your PC whatever about you privacy and are not an "infection" (e.g. a virus or malware) as such. You can configure your browser to block cookies selectively or totally (although totally will affect browsing many sites). You can probably also configure the browser to ask each time so that you can incrementally decide which to allow from then on and which to block.

Some very good cookie "management" tools (for want of a better word) available for Firefox. Most sites will prompt you if cookies are needed/required so easy enough to figure out when you should allow them. The tools mean this can all be managed with a single click of the mouse as and when needed.

If you are concerned about security (as CM says, tracking cookies aren't actually causing you any real harm other than giving others information about you when visiting sites) I would definatly suggest switching back to Firefox from IE.