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No problems.
No need to get worried about that one.
You should still run antispyware software from time to time just to make sure your computer is clean.
Antispyware software will often report tracking cookies (eg spybot s&d and adaware) and give you the option to delete them.
Basically these cookies can track your browsing patterns because they are present on several sites on the web (ie where the company in question has a banner or linked content) so they can build up a "profile" of your browsing which they probably could use for market research etc. But it's not like a spyware infection that will slow down your computer or steal your passwords or anything like that.
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