These are not executables but simply cookies. (executables are the ones that can cause damage to your PC)
So these do not cause any harm to your PC as such.
When you visit certain websites, they put cookies in your machine (a widely used practice). And some providers display certain websites putting cookies as “tracking” cookies and alert the user. In theory, they track who gets paid for what advert is being shown on the websites, or when u go to that website again so that they can show your settings (if any).
Firewalls are about connections. They monitor the incoming and outgoing connection requests to make sure you are not being exploited by unfriendly IPs. They filter packets based on your rules for allowed sources and destinations, and for D+ (HIPS) on your permissions for specific programs to perform various functions in your computer. Spyware programs and virus scanners deal with the content of these connections if they are allowed by your firewall. So if your browser is allowed to connect to a website by your firewall, it doesn’t check to see that the content includes cookies, spyware or a viruses-it just knows that you allowed the connection. HIPS programs like D+ and BOClean make sure that the programs on your system only perform the functions you allow them. But you may inadvertently allow programs to do things that cause problems. Spyware programs and virus scanners use libraries (“signatures”) of known malware to look for viruses and spyware. But the popularity of suites and all-in-ones have smeared the boundaries a bit. And “heuristic” behavioral monitoring is often a feature of any of these classes of security software to overcome the problem of signature staleness or absence. So no, a firewall won’t stop tracking cookies or other undesired content directly, you still need at least a virus scanner, preferably online, and to run a spyware scanner once in a while or online depending on whether you perform safe surfing or visit a lot of unknown/untrusted sites. But watching the connection behavior of your firewall may alert you that something unusual is happening and it is time to run a detailed virus scan and spyware scan and trojan scan and … to see what the software is doing. There are many good free antivirus and antispyware programs (Avast!, AVG, Antivir, spybot, ad-aware, SUPERantispyware, …) used by many CFP3 users to supplement the CFP3 functions. Looks like Spybot says you have no real problems, BTW.
are “tracking cookies” classified as “spyware”? I would have thought the “ware” in spyWARE related to a software code, which cookies don’t possess… but then again I might be wrong because anything can be defined as anything, as it depends the authority who puts these definitions. I would be surprised if tracking cookies are defined as spyware… any willing soul to look up the definitions somewhere so that we all know pls?