Thanks to Security Garden I found this very useful article about Anti-Spyware products and Cookies. It is a useful and unbiased study IMHO. It also points out some misinformation spread by quite respectable organizations on the Internet.
Webroot says (the incorrect information is highlighted in red):
Adware tracking cookies trigger the most benign form of pop-up ads. Cookies that reside on your PC serve up pop-up ads related to the site you are visiting, your personal information or online activities. The more cookies you have on your PC, the more pop-ups you’ll see. A more malignant type of pop up won’t stop appearing until you allow it to download spyware software. Sometimes, even the “close” or “cancel” buttons mean yes. A slightly different pop-up, which mimics a Windows Messenger Service window, is also a ploy to download spyware software onto your PC.
As you can see close to 50% of the description is inaccurate and 50% is not relevant to the subject (it talks about pop-ups). Very useful for the client.
To get a more balanced and technically correct description which a technically not so savvy user can understand visit the page of the Electronic Frontier Foundation.