Download "SpyWare Blaster" to your machine, keep it up to date and it will block 95% of all spyware from even loading to your machine. It's free and work's very well.
http://www.javacoolsoftware.com/spywareblaster.html
Being freeware, it doesn't have auto-update but only takes a minute to manually do the updates so it can block spyware. Make sure to always click on the "protect all entries" to get the proper protection after updating.
After i installed this program, i noticed a major decrease in the number of tracking cookies i got. I still use Adaware and Spybot, but they hardly ever pick up more than 1 or 2 minor ad tracking cookies.