It is likely more than a cookie. Use Super Antispyware to find and remove the malware.
After downloading, installing and UPDATING in regular mode, reboot into safe mode to run the scan.
Instructions for using are in the link below.http://www.bleepingcomputer.com/forums/ind...t&p=1040160
You can prevent the Ad/Tracking (third party cookies) from installing on your computer by following the instructions 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 just run another quick scan with SAS to remove the third party cookies that were installed before changing the settings.