Hello,
Doubleclick (and others like Advertising.com, Avenue A, Inc, CasaleMedia, Fastclick, Hitbox etc.) are so-called tracking cookies. It is quite common for popular websites to employ such tracking cookies from third parties. They use them in order to track the users' surfing habits on their websites. As I said, these cookies are from third parties but they are employed by the site. There is a tool in Spybot-S&D: BrowserHelper, i.e. a bad download blocker for Internet Explorer. With this tool enabled such tracking cookies will be blocked. In order to activate this tool, please run Spybot-S&D and go to the "Immunize" page. Checking the checkbox will enable the BrowserHelper, a drop down menu will appear giving you some options. You should select "Block all bad pages silently". With that option set the notifications will no longer come up, but you will still have the protection.
Best regards
Sandra
Team Spybot