BHO Demon? In IE, click Tools, click Manage Add-Ons. It's all there.
Why do you need a separate program?

Any good System Protection program now will include AV, firewall, popup blocking, cookie blockers, anti-phishing, anti-spyware, and if you want it, content management for the kiddies. Recent versions of both Norton and McAfee (the ones I've seen and run at least briefly) will do a good job of cleaning out even trivial "tracking cookies." I'm sure that other "full suite" providers are comparable, and in some cases may be even better for an individual's special needs.

I find it hard enough to keep up to date with what ONE INTEGRATED PROGRAM is doing, without adding a bunch of junkware. It's generally more productive to occasionally RTFM for what I've got, and find out how to make it do what I need, than to go out searching for new one-trick-punies for each new thing that comes along.

Of course, if you're stuck with a really obsolete OS that actually needs a lot of band-aids you may find a few helpers that are "cute" or that add a little "spice and entertainment" to your mundane existence, but a serious look at what you really need to be safe and unhassled on the web is quite likely to show that you're nursing a lot of "unhelpful" extra baggage.

John