"Cookies" are not "spyware". Cookies are a coded string of characters that identify to the server that a browser is one it previously identified. For the most part, they are temporary memory fixtures, which vanish when you close your browser, or move on to other places for a while.
Ad Aware calls the cookies it found "spyware" because they don't come from dhmo.org. Instead, they c ome from a server that supplies banners or ads for dhmo.org. It would be an ad management company. The only thing it can do is tell if you visit another site that carries it's banners. It doesn't know who you are, or anything else about you. By using these procedures, the ad company knows you are not a different person viewing the banner, and so it can tell which banners to send you and / or determine the rate at which the advertiser compensates the place showing the ads.
I did not have any cookies set, myself. Perhaps you visited pages there I did not.
Spyware, on the other hand, is a "trojan horse" program. Something like Comet Cursor, or other active download or "whizbang" type of program that provides you with interactive or changing features. These programs CAN spy on your machine, and tell where you go. Cookies cannot do that, because they are only retrievable by the domain that sent them.
For instance, your TDR cookie cannot be read, written over, accessed, or modified by ANY other site on the internet. It can't even be detected. So, therefore, no other site on the 'net can tell you've been to TDR unless you followed a link from TDR to their site. In which case, the server can detect the "referrer".
Also, IE 4, 5, 6, and various versions of netscape all have the same "ask" feature for cookies. However, on all of them, the default is to accept all cookies without question. You can change it, however.
Because HTTP is a "stateless" protocol, there is NO way for a server to track a browser on a website. A stateless protocol is one where a request is sent, the data that complies with it returned. There is no "interactivity", or maintenance of communication. Thus was born the concept of cookies. It works like a temporary (or not, some places like TDR set them to last long-term, where they reside on your hard drive) "id tag" that is generated by the server side. TDR's cookie contains your ID and if memory serves, some preferences. Others, like the cookies from ad management companies, contain no information at all about YOU, but are generally a randomly generated string of characters that are unique to your browser. Switch from NS to IE and they only know that a new user showed up.
But places like Adclick supply banners to hundreds, if not thousands of sites. They use the returned cookie info to tell if you've been to another advertiser. They use it to see if you clicked on a banner on some site and then followed it and did something on the site it advertises. This is used to distribute revenues and determine ad effectiveness.
You do precisely the same thing, when you use a coupon from your local paper to get something on sale at a chain store.
If you noticed, Ad Aware did not tell you that spyware came from TDR. All it did was search for cookies from well-known ad (web page banner) agency companies and report them to you. They are in a way, spying... not on you, but using them to generate statistical information. Eventually, it should help them to not send ads to sites where the user demography doesn't have an interest in them. But they never know anything about you, nor do they track you. They don't care. It's of no interest to them. Only statistics.