I have just done a brief test of my own, and it does seem to confirm that I am getting cookies from Avenue A and Valueclick from Pprune.
Started with a machine that was clean according to Spybot, went online through 56k modem, only to Pprune. Visited a few forum pages, closed down the link and ran spybot again.
Lo and behold, it found Valueclick and Avenue A had appeared.
Mind you, if you system is open to them you can probably get them (and a lot worse) from many many other sites other than Pprune.
Cheers