I would first run the Latest McAfee Getsusp Tool (Please enter your Email address under "Preferences" before scanning. This will add the detection to the McAfee GTI Database. Follow up with Malwarebytes ( Free) Version only. To keep it free,(Do not) accept the Free Trial offer/or activate it.
Finally I would run (AdwCleaner). These (Free) Superb Tools and others can be found in the following Link: Anti-Spyware/Malware & Hijacker Tools
All the best,
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I would suggest to check for unwanted toolbars and Add-ons installed in your Web browser. Often unwanted toolbars proved to be a nuisance.
In IE click Settings > Select Manage Addons from drop down > Look for any weird Add-ons and Disable them
Actually, That was going to be my (First) suggestion. However I had assumed the OP had done so as he went through the process of deleting the cookies.
Selvan is probably right to suspect that Criteo is using means other than cookies to track you as you move between sites. You should also check any other browser(s) you use apart from IE for add-ons or extensions that you don't recognise.
You appear to have done a bit of research on Criteo, so you'll know this isn't deadly serious but it is annoying. There's a tracking mechanism somewhere on your system that you have to get rid of. Criteo is part of the extensive behind-the-scenes ecosystem that survives by generating revenue from ad-clicks; their speciality is persuading users to go back to sites they've left without clicking on an ad, and trying a second time to get them to click on an advertisement. Wikipedia knows of them (https://en.wikipedia.org/wiki/Criteo) and there's an alert from a user who also did their homework at http://blenderartists.org/forum/showthread.php?325001-What-is-rtax-criteo-com
Their WOT rating is Yellow, and the WOT reviews include some useful information (https://www.mywot.com/en/scorecard/criteo.com). SiteAdvisor says it's Safe. What Criteo is doing isn't wrong, exactly, but to the uninformed it looks highly suspicious. It's all about making money from us, the users, any way they can do it.
The best way to rid yourself of whatever they've foisted upon you is probably to run AdwCleaner and Malwarebytes. I think it likely that, since there seems to be a banner advertisement involved, they may be using Flash cookies. Ordinary cookies are being superseded by more persistent and sophisticated means of tracking users; there was an article I saw a while ago about tracking without cookies - I noted it then but can't find it now. A pity, because it might be relevant here.