i had that program and it never even found tracking cookies
Which is hardly surprising as it isn't looking for them, a total waste of time if you ask me (which you didn't
).
Don't worry about reported tracking cookies they are a minor issue and not one of security, if you really want to look for them use SAS (SuperAntiSpyware) to scan for and deal with them. - See
http://en.wikipedia.org/wiki/HTTP_cookie.
Cookies - The main issue with cookies are third party cookies, those that aren't for a site that you are viewing, they can track your browser usage and activity for that site other site (shopping, etc.). Depending on your browser (?) you should be able to block third party cookies, you can also set your browser to clear your cookies when you close it.
Since I use Firefox 5.x, I also have the cookie monster add-on and by default that only allows session cookies; they are only valid for the time you have your browser is running. The cookie monster add-on also allows you to accept cookies (normal time limited ones) for a site, like forum.avast.com as cookies are used so you don't have to logon all the time, etc.
All of the above helps remove the need for you to manually manage cookies.