A recent comparative review of antispyware programs led others to suggest
that yes, it is a good idea to run more than one antispyware program.
However, much of the difference between Microsoft Antispyware in the current
build, and products such as Spybot search & destroy and Lavasoft's ad-aware,
is that the latter two products consider cookies to be significant, and
Microsoft Antispyware does not scan for them. This may change in a future
beta release, but for now, if you view cookies as a threat, use one of the
other products to scan and remove them.