McAfee Security Center keeps displaying the alert "Tracking cookie detected and removed. Tracking Cookie-blenk". Well, it does and it doesn't, that is it detects this cookie, but a search (Windows Explorer) shows a 'blenk' cookie is still there. I've been getting this alert for two days now, and I can't seem to get rid of it.

Here's what I have done so far:
Ran Spybot S&D
Found: PestTrap, Smitfraud.c, Zlob and Vcodec.
Deleted all, and ran Spybot again: no problems found.
Downloaded and ran HackThis. Log available if needed.
Ran online virus checker. Found one virus on my temporary HD and removed.
Restarted computer in Safe Mode, and ran Spybot S&D. No problems found.
Restarted computer in regular mode, and got the 'blenk' alert three times.
Went to Spybot S&D home page, got the 'blenk' alert twice.
Logged in to the forums, got 'blenk' alert twice more.

Obviously, I have something in my computer that (attempts) to put a tracking cookie in my system. Spybot S&D and McAfee Virus Scanner can't find it, nor did the online virus scan find it either.

Any suggestions?

Proteus