Because of it's specialization in spyware, an Anti-spyware software is needed in this situation. Notice the question specifically asks about a TRACKING cookie.
Spyware is software that aims to gather information about a person or organization without their knowledge and that may send such information to another entity without the consumer's consent, or that asserts control over a computer without the consumer's knowledge.
"Spyware" is mostly classified into four types: system monitors, trojans, adware, and tracking cookies. Spyware is mostly used for the purposes of tracking and storing Internet users' movements on the Web and serving up pop-up ads …