Verified answer

1.Usually these virus run a file in the background.So try to check in the taskmanager. They may run with some other name. Once u end the file there u can delete the Cookie.

2. U can go into the safe mode and delete the cookie

Your cookies file is located in the Documents and Settings folder, under your user name.

Try clean disk after right clicking C:.. If that does not work, download AdAware from Lavasoft. It is free and effective.