avg detects cookie on every webpage

Lately avg finds a tracking cookie on every page I load in IE, even the homepage. Each different website I visit another one turns up and if I go to other pages on that website another shows up on every page. Each cookie has a different name and a number after it and ends in a .txt extension. If I click on go to file in avg it tells me the path does not exist but yet they all show up in avg's virus vault. Are they malicious? Could this be malware/spyware on my pc. If not, can I stop this happening all the time? Thank you for reading and in advance for any help offered.

TBH they are harmless, at least in the circumstances covered here, the worst label that can be given to them is spyware I guess (the Pro's may have a better description), every site uses cookies, by being logged into this site you are using a cookie, this holds basic information so you stay logged in when you visit, unless you physically log out, and\or clear junk\temp files at some point, other sites can use them as a marketing tool, say you were shopping for a camera, by visiting camera sites when you search for them it will aim marketing of cameras at you, something like that anyway, but although unwanted, it is not harmful in this situation.

Now you can easily clear these using junk file cleaner(s), I use 3, each gets bits the others miss, but if you were to choose a single one then I'd suggest CCleaner, it will remove all cookies and temp files each time you run it (but leave the registry section alone), and make sure you look at the check boxes during the install, and uncheck the Yahoo toolbar before proceeding, or it will install that at the same time, as will Disk Cleaner, CleanUp! (xp ONLY) and ATF-Cleaner (download link is it's name in red text in the writing under the heading), it is considered good practise to running such a tool to keep the system running smooth, and free up wasted hard drive space, hope this helps a bit.