> it is the tracking cookies that i want to block meow.
Hm, are you sure that the cookies you are being sent really have anything to do with tracking your activity and aren't something mostly harmless (like a login cookie)? Some cookies are not dangerous, but Mario has the right idea: just set your browser to block all cookies and stop depending on third party software to do it all.
> i have found dll files that spybot does not delete.
That sounds terrificly normal. I'm not terribly sure that you want spyware removers deleting DLLs. Doing that wantonly will just break things. This has nothing to do with advertising but once I allowed an uninstaller to delete a shared DLL and then afterwards my OS stopped drawing windows properly. Woops.