The cookies that Super Antispyware removed are "third party cookies". Their purpose is to track your usage across the web and to "personalize" ads. They are not needed. The cookies used by sites you visit to log in with are "first party cookies". SAS only identifies and removes "third party cookies".
You can block the Ad/ tracking cookies from ever installing on your computer by following the steps below.
This applies to Internet explorer browsers.
Click on tools
click on internet options
click on privacy tab
click on advanced button
put a check in the box next to override automatic cookie handling
put a check in the box next to first party accept
put a check in the box next to block third party cookies (those are the ad/ tracking cookies that AVG deletes)
Click OK to exit
Then run a scan with Super Antispyware to remove all of the ad/tracking cookies that are now installed.
Install Firefox and install two addons. NoScript addon and Adblock Plus addon. Once you have Adblock Plus installed, open its preferences and choose one of its filter subscriptions. (I use the Easy USA one and it works great)
The NoScript addon will protect you from driveby downloads of malware, popups, and many more types of scripted malware. With those addons and other protections that Firefox has built in, Firefox will be much safer than using IE.
Set Firefox cookie controls. Uncheck "accept third party cookies"
Use Secunia online scanner to check for missing security updates. http://secunia.com/vulnerability_scanning/online/
After updating Java (if you haven't done so already) go to Add/ Remove and remove ALL old Java programs.
IE browser, Adobe Reader, Adobel Flash and Java have all been exploited recently. Important to get the latest updates to avoid malware exploiting those programs.
Click start, All programs, Accessories, System tools, Disk Cleanup, Put a check next to all items except "compress old files".
Then allow cleanup to run.
If you can imagine it, malware can usually accomplish it. That said, I would suggest you run scans often during the next week after updating
both Super Antispyware and your antivirus program. Your quick action has probably removed the malware but best to check.