There are no threats from tracking cookies that are found in your computer after using the antivirus. The cookies are simply data that are being sent from the web browser. You can get rid of them by disabling the cookies from your website.
Your computer needs somebody to get into its special parts lol Seriously though, you might want to have it checked out or do a factory restore. Save all your pictures and stuff you want to keep and restore your computer to factory settings.
A cookie is a piece of data that a web site saves on your computer so that it can read it the next time you visit. They are used for purposes such as allowing you to stay logged in to a website, storing the contents of your shopping cart, remembering you and your preferences from your last visit, etc. They can also be used to track your activity in some limited fashion, but are not a threat unless used to exploit some sort of vulnerability that your browser may have. Typically this rarely happens, especially if you keep your browsers updated.
I always check out this website before buying anti-virus software - www.windowsmac.com - My personal favourite is AVG because it does what it says and i like the fact that it's as unobtrusive as possible.