I had the same problem a few years back, then someone recommended i use AVAST(antivirus) and AD-AWARE(cookie destroyer), both are FREE and work very well.
The advast home lets me know if i stumbled into a bad site, and then i manually set up a restart scan to clean my system.( I do a restart scan once a month)
http://www.avast.com/eng/avast_4_home.html
Ad-aware free, i use to scan my system to rid any hidden cookies(I do this at least once a week), and its what i would use to remove the cookie thats causing your problem.
http://www.lavasoft.com/
Hybrid Mode
