Hi missfilippa. Welcome back.
Haven't seen you around for a while.
Data miner is just another way of saying tracking cookie. That's a very low level threat and not much to worry about. They are downloaded by adservers every time you visit a website that displays ads from companies like Double-Click. They keep track of your surfing habits in order to serve ads they think you would be interested in based on those habits.
They are not coming back because they are hidden somewhere on your PC. They just get redownloaded when you visit whatever site you got them from before. I have never really worried about them, but I hear you can prevent them by going into Internet Explorer and disabling third party cookies.
To do this:
1. Click on Tools>Internet Options>Privacy Tab>Advanced button
2. Check "Override automatic cookie handling" and then mark the circle next to "block"
3. Click OK, OK.
You can also delete all your cookies under the general tab of internet options. If you do that you'll lose your good cookies tho, and will have to log in to places that require it--like webmail and BC.
Sounds to me like you're in good shape if all Spybot and AdAware are finding are tracking cookies.
Personally this is how I clean up tracking cookies, that way I don't loose the good cookies.