Spyware can be quite nasty and sometimes will just refuse to go away. The possible solutions that you may try are to:
Download Spybot Search and Destroy at
http://www.safer-networking.org/
After you install this software make sure that you use the immunize feature if you don't your chances of being infected with tracking cookies will be higher.
If still having issues with spyware you may want to try the procedure below
Download special spyware removal tools from http://spywareremove.com
If worse comes to worse you may want to try and roll back your computer to before you even had the issue with spyware.
1.Start
2.Accesories
3.System tools
4.System restore
5. Follow the directions that it gives from there.
If you have still have issues go into the Windows Registry and look for the spyware and delete it. If the spy files will not delete then you may need to format your machine.
Still having Issues