Personally I would ignore any banner ad with such messages and instead rely on recommendations from trusted sites. My first thought was "scam", although the website is new enough not to have picked up much flak.
The website itself is registered via a proxy registrar, so you can't see who owns it, which to me is a suspect flag. It was also first registered at the beginning of the month...
Lastly, a search of the URL seems to indicate that they are spamming it into any forum they can get their hands on in an attempt to get their SEO ratings up.
All I expect the application/program/script does is to scan your internet temp file for tracking cookies, of which there are many out there in the wild, used quite commonly by mainstream websites.
For me, I run Firefox with the Ghostery plugin (blocks all 3rd party cookies) as well as Ad-Block Plus (blocks all adverts). Periodically I'll run CCleaner to tidy things up.