Its time you did some cleaning on your machine then.
To make sure everything is running fine run some anti spyware apps (make sure that they are updated first ;)) (A couple of good removal tools are
Spybot and
Adaware). Delete EVERYTHING they find.
ALso an on line virus and spyware scanner is
Trend Housecall I would recommend to delete everything it finds.
Spybot has a great feature called Teatimer. This monitors your system and helps to stop things like this getting hold in the first place.
Both the spyware apps need to be run in both normal and safe modes to ensure everything bad is removed.
Another handy app to use is
CCleaner, this helps to remove excess junk from your system and keeps things running better.
What does optout.doubleclick.net do? -
Spyware
DOes that prevent your computer from storing cookies? -
Nope
Does it prevent trojan horses from entering your p.c. -
Nope
If not, how do you prevent a trojan horse from entering your p.c. -
See above
Is there something in windows xp that can prevent them? -
Ditto
AND, if I leave a trojan horse in my avg free virus vault will it then not effect my computer at all? -
The Vault is a safe area that windows doesn't access
Earlier LTheobald said that you should leave it in the vault, will it then eventually go away? -
Yep, but I would delete anything like this when its first detected