Don't worry too much about tracking cookies , some are apparently useful to have around , but some are bad too leave on your computer , they're a bit too 'intrusive' ..... however in any case a daily scan of AVG (or Ad-aware/Spybot etc) should pick most of them up and give you the option of deleting them if you want too.
Check if your computer has the program called 'system restore' , and if you now reckon' you've got your computer clean create a 'restore point' on it (todays date) ...... that way if this ever happens again you can just restore your computer back to that point in time ...... however some of the more clever viruses will try to stop this functioning .
Or another way is too create a 'ghost image' of your clean computer , which would also do , as you could simply restore back onto your computer over the infected drive(s) if need be.