You saw it! No spywares in Spybot and Adaware! FYI cookies are something you got meanwhile when using a browser. You maybe even got that cookie from going onto BS site. Is a cookie a spyware? Well, it can be used to track someone on the web, (gnutellaforums has cookies too) but this is certainly not from Bearshare and a cookie is not an application, only some data with expiry date. Just browse the web and spybot will find dozen of those.
I understand you can be confused about that stuff since it can look complacated, but really MS antispyware is WRONG and BS lite is CLEAN.
Ciao