Some antispyware programs regularly flag cookies as potential spyware. A cookie is nothing more than a text file that is used to identify you to some websites that you visit frequently or have registered with.
Cookies are harmless, but some people consider a website’s depositing a cookie on the machine as an invasion of piracy, so antispyware programs often alert you to the existence of them.
Generally, however you will note that the results of potential spyware threats are flagged with different colors/symbols/rates by the various antispyware applications.
Cookies are rarely flagged with as highly dangerous however. You will save time if you use the options available in your antispyware application to identify the level of threat you wish to ignore.
You should also regularly allow the antispyware software to update its signature or definitions files since errors in spyware detections or overly aggressive behaviour is sometimes corrected in these updates.