Hi There,
I have Bullgaurd and it is fantastic, don't worry, the cookies are nothing to worry about, scan your computer, and click "Fix" when the scan is finished, cookies aren't a problem, i get them now and again.
BUT, i used to have Norton and personally, i think it is rubbish, i wouldn't buy it, go for Bullgaurd, its a nice piece of kit.
Jack.