McD, try this.
Run SpyBot earch and destro to check you have a clean machine.
Run spybot immunize, click install for the permantly running blocker, and select display diagloge when blocking.
Then surf around, and you should get a message every time something like Avenue A is encountered.
I have set up my system like that just the check out things, and a W Collins says, I get a warning about every 4th page on Pprune
Of course, if you are blocking cookies some other way before Spybot, then you won't see anything.