Avenue A, Inc. ??????

Sometimes when I log onto majorgeeks or PCSTATS, Spybot warns me that a file (cookie or whatever ) is trying to download onto my machine....SPybot goes on to say that it is a known threat. I always choose to block the download. Unfortunately, if I choose to block it or not, the page that I was trying to load will stop loading. I hit refresh and most of the time I get the same Spybot warning, which results in the page not being loaded. Anyone else have this problem?

 

Thank you.