I don't keep spybot running but I do an update and scan every week.  It doesn't find anything like doubleclick (which I hate hate hate) but my firewall won't allow anything to download to my PC unless I give permission.
I've noticed that sometimes outside banner ads will try to put those things on a PC..ads that go to some other site especially if you have clicked on one.

Doubleclick used to have a thing on their site that you could get from them that would  block them from ever putting a cookie on your computer. They had to do it because they were breaking the law by doing their spying in a secret manner.  Too bad it isn't advertised more.

 

“For those who believe, no proof is necessary. For those who don't believe, no proof is possible.”

[Stuart Chase]