Again I have to say, Mrs M, although it's your personal choice, deleting cookies is a waste of time. They're only tiny, they eventually expire and get deleted, and often they're useful.
Let ad-aware do its thing and get rid of the cookies it considers are unnecessary (they're not dangerous as such, the worst they can do is guide you somewhere dodgy and/or let someone know info. about you) and all should be fine.
I would suggest taking ad-aware's suggestion on Alexa - the authors know a bit about spyware so if they suggest getting rid then they probably have good reason.
R2