Virus/Cookie help with Antispy Safeguard.?

A few weeks ago I got the fake "Antispy Safeguard" virus on my computer. I realized it was a virus and was sucessfully able to remove it from my computer. However, everytime I go on the internet, my real antivirus program (AVG 8.5) sends me a warning that there are tracking cookies on my computer. I've made several attempts to remove these cookies but the warnings still come. I would like to know how to remove these cookies (yieldmanager, adbrite, and system-sys to name a few) from my computer so I dont get the annoying AVG warnings everytime I go online. Any information will help. Thanks!