Anti-Spyware
If you visit web sites such as music downloads, porn sites (no you wouldn't do that!), free downloads, screensavers etc. you will probably now have dozens of files on your PC that are sending details about your system or your web site visits to a remote site.
If you install one or more of the free programs below you can stop most of them.
However the free programs do not detect ALL spyware. I am now using XoftSpySE (see below) after a free scan detected a key-logger program recording my keystokes! I have also tried PC Tools' Spyware Doctor which has detected 121 extra "infections" (see below for details)!
What is a "cookie" (apart from a biscuit)
Tracking cookies track your web browsing habits. They can collect information about pages and advertisements you have seen or any other activity during browsing. Different websites can share tracking cookies, and each website with the same tracking cookie can read the information and write new information into it. Websites that uses tracking cookies continue to recreate cookies to your browser each time you visit. Normal cookies are used to remember the user that is visiting the website in order to show the appropriate content. Without them some websites would stop to function.In general a tracking cookies is not dangerous. They inflict on your privacy and should be removed. A tracking cookie cannot cause any system instability. When these programs below detect a cookie you have to decide whether to remove it or not. They provide some help on making the decision.
AVG Anti-Spyware
I have tested the new AVG Anti Spyware (Malware) program. It's easy to use and it updates really fast but a scan of my Windows folders (200,000 files) took 20 minutes (in the background). Click on the graphic above to download a trial version (select Downloads). You can also buy the anti-virus program together under the Malware name or add spam protection under the Internet Security label.
Spybot
This will detect most spyware and delete it - it will also protect you from future intrusions. It is free. V1.4 now available.
Download V1.3 here
Web-site here
SpyBlaster
Free program to block unauthorised access when you view web pages or use Outlook. Can be used with Spybot. V3.5.1 is now available
ZoneAlarm
Free program for non business users to block unauthorised access and it detects when your PC connects to other sites and warns you. Can be problems with PCs on a network.
XoftSpySE
The free scan detected a key-logger program on my PC that was recording my keystokes! You have to purchase/subscribe however to clean up the problems found.
£16.89 per annum - Click here to visit their website
Spyware Doctor
Protects and clears:- Spyware, Adware, Spyware Trojans, Keyloggers, Identity Theft, Hijackers, Tracking Threats, Rogue Anti-Spyware, Unwanted Software, Phishing, Popups and Bad Websites.
Can be scheduled to run each day.
Download
a free trial here:- 
Web-site here
A version is available FREE from Google here!
McFee Site Advisor
I am using McFee Site Advisor that add an OK or Warning on the list of sites that Google finds - or the pages that you open. It's an excellent idea - and free! It suprising how many web sites contain links to bad sites or have downloads that spread viruses or spyware.
Have a look at how one of my Google seaches is make safe here Click RETURN to get back to this page after viewing.
Microsoft Windows Defender
This free program will run in the background daily and has a nice interface. At present it hasn't detected any spyware on my PC and must ignore cookies that XoftSpySE finds on each search. Other reports say that it misses most infections. If you want to try it, you can download it here.