I love spysweeper, does a great job.
I've also changed my IE settings to prompt for cookies and now for Active X. It's amazing how many things want to either put cookies on your computer or run Active X. I had a trojan horse about 2 weeks ago that I got because Active X was just plain allowed and it was one of those drive-by installs. Very annoying. Changed the setting, went back to the site and when it prompted for the Active X I just said "no" and everything was fine. (I still had to get rid of the trojan horse, of course, but at least kept it from being installed again).
Active X is required for some things to run properly, like some flash animations and things like showing PDFs. There are some things - pictures I guess - in signatures on the DIS that prompt me for Active X now and then.
I also get prompted for cookies now and then, also I'm assuming from some of the sites the pictures are hosted on. I don't remember what they are at the moment, I remember one of the cookies is something about a princess.
Yes, it's a pain to keep clicking "yes" or "no", but at least you know what's going on with your computer.
(Just as an aside, there was a website that claimed to be a Disney shuttle website, but wasn't run by Disney and was actually being investigated by Disney. When you went to the website it autoinstalled a cookie for "islamnation" on your comptuer. If you didn't have it set to prompt for cookies, you'd never know it was on there.)