Spybot thinks everything is a danger to your privacy, as I said anything to do with any shopping site for example will give you a cookie which basicaly tracks your movement from site to site.
Look at what the spyware is after running spybot, and you will see that it is just tools websites use to record what products you have looked at, so when you go to another site which uses the same ad company it can show you products it thinks you would be interested in. you cannot get away from this in this day and age of internet consumerism, all that happpens if you delete these cookies is they just return on next visit to the site. most are not malicous and even spybot will tell you they are low risk.
