SevenCubed - 6:54 pm on Jan 27, 2011 (gmt 0)
It may be a flash cookie, also known as LSO's. They are not stored in your regular cookies folder and do not get deleted when you empty your cookies folder. I'm not 100% sure but they may not be browser specific either so maybe that's why they followed you across browsers. There's a good Firefox add-on called "better privacy" that can squish it.