Yes, delete the datamining cookies.
Whilts Adaware is good its should be part of a suite of software to protect your computer. If you do not have an anti-virus program load AVG. There is a free version that is excellent. get it at
http://free.grisoft.com/freeweb.php/doc/2/
Also load spybot which tends to pick problems Adaware misses and vice versa. Get it at
http://www.safer-networking.org/en/index.html
And finally get a firewall. I suggest you use the free version of Zonealarm from
http://www.zonelabs.com/store/content/catalog/products/sku_l ist_za.jsp
When your sure you've cleared off all the malware etc. then remove any programs you no longer use, defragment your harddisc. Make sure your desktop only has shortcuts to programs and not programs. Next in Internet explorer go into 'Tools' - 'Options' and delete your temporary internet files. Hopefully all this should help get your speeds back up.