Tracking Cookies

I have spybot search and destroy and over the past few weeks it's been finding the same tracking cookie Burstmedia. This really suprised me at first because I almost never go to new website's other than my usual (there clean).

I have suspicions that it have to do with my brother's myspace searches. This tracking cookie pretty much freezes my brower so I always know when it's time to remove it. Any help?

in firefox, you can set cookie blacklists
just a list of sites to never accept cookies from

Assuming you're on IE7/8, do this:
http://img370.imageshack.us/img370/455/dothisks8.jpg

Assuming you're on FireFox 3, do this:

http://img50.imageshack.us/img50/2377/dothis2gc0.jpg

Logically, you should hit "block", once you've typed in the URL :P