From the SuperAntiSpyware website:
http://www.superantispyware.com/supportfaqdisplay.html?faq=26

"SUPERAntiSpyware will detect tracking cookies as "Adware.Tracking Cookies" and you can choose to remove them or leave them on your system. You may turn off this feature in the Preferences -> Scanning Control tab of SUPERAntiSpyware should you not wish cookies to be scanned, detected and removed."

I don't know if the software AUTOMATICALLY scans and deletes the cookies from your computer, but you can change the preferences to never delete them (and do it manually if you wish in the future).

Hope this helps.

malu