atmdt/IE8

[tjatom]

So, something very strange seems to be going on with the atmdt tracking cookie and IE8. I use Chrome as standard but some webpages don't appear properly and I use IE for those. Whenever I open IE either right away or after visiting any website at all an atdmt cookie will appear in C:\documents and settings\users\cookies prompting AVG to go nuts. I have atdmt.com/.net blocked in IE and in the restricted sites zone and it's blocked via my HOSTS file. I have all cookies set to be blocked by IE by default. It seems to me that it's built-in to IE by design and that it cannot be stopped from appearing. Would this be correct? I definitely have no malware/viruses/trojans/whatever.