Cookies are extremely low level privacy and not security issue, I wouldn't call a tracking cookie an infection. It is making a big deal out of what is not a security issue. - See
http://en.wikipedia.org/wiki/HTTP_cookie.
Again there is so little information there to even contemplate what it is even looking at, even with that lack of information I would say there is nothing of serious nature. I really do hate ambiguous results like this as I feel there is more to do with blowing their own trumpet to make it look like it is actually doing something.
I wouldn't know what a Spyware.Known_Bad_Sites was if it struck me on the head, I don't know if it means you have some sites bookmarked that are considered bad or your internet History or it is something in your HOSTS file. None of which I wouldn't be losing any sleep over unless there were associated issues, like your system trying to connect/redirect to said bad sites.
I think that the Adware.HotBar is a toolbar you have added or some software has added to your browser, this you should be able to uninstall.
If you haven't already got this software (freeware), download, install, update and run it and report the findings (it should product a log file).
