Find the cookie's, open them (they should open with wordpad) and copy the url, you'll see some numbers, something like this "618032032002962/taldren.com/454646871146"
Now open your browser and find "protection of personal infomation" (sorry can't remember the english name for it) under fuctions, internetsettings.
Now on the lower part of the page it says Websites hit "edit" or what ever it's called.
On the newly opened page enter the url and click block....
Now the cookie should be blocked in the future.
Just remember many of the tracking cookies have more than one type of url, can be seen when there is more than one cookie of the same name (sorry only one url in each cookie). Also from time to time, they change it, to evade Ad-aware or Spybot.
By the way, I did some testing today and found that Spybot doesn't get every type of spyware, but the ones it doesn't get Ad-aware get, and this also work the other way around. What Ad-aware doesn't get, Spybot does. so having both of them doesn't hurt.