Does anti online place cookies that spy or possibley slow my sys down....

I have my browser set to prompt for 3rd party cookies and a request to place a cookie from questionmarket.com asks to be placed on my PC....

Before I opened my browser I scanned with spybot and adaware and removed all found malware....

After opening my browser with homepage set to antionline and then closeing the browser I ran adaware and spybot again....Everytime I did this spybot found what is called DSO exploit...

I am not sure what the DSO exploit is but it sounds like something I would not want on my PC...

Is there anyone who knows the truth and is willing to speak it also...