However some sites are a little more persistant. Again assuming XP go to http://free.grisoft.com/doc/20/lng/us/tpl/v5 and download the free version of their anti-spyware product. It will cleanse your PC of Spyware. While you're at it I suggest you look at their AVG Free anti-virus software.
Terry, October 2006
Assuming you are running on Windows XP, click on tools, internet options and tick on browsing history, click all 6 delete boxes, this will remove all cookies and history.