Tracking cookies are just like cookies, stored in cache for
faster loading of webpages. However, they differ in the sense that
they can capture data and send them back secretly to a server,
which gives you all those annoying popups and pop unders.
They are a minor threat, but you definitely wouldn't want them in
your system if you don't want all those popups and pop
unders.
All anti-spywares can catch tracking cookies pretty well, a regular
scan would help to keep your system clean. If you are using any
browsers other than IE, they shouldn't be too much of a problem if
you set them to auto clear cache. You will still have a few on your
system, but definitely lesser than when you are using IE. Microsoft
seems to have a way of storing things despite clearing your cache,
that's why it's better you switch.
