I had the same problem with the atdmt cookie. Itried the opt out thing but
it didn't seem to work. It just kept coming back. And there were 2 instances
of atdmt.com in my registry as well.
Here's what workd for me.
I went to Tools ->Intermet Options-. Under the advanced tab look under
browsing, uncheck the "enable third party browsing extensions.
I restarted IE and it no longer created the atdmt.txt when I logged into
Windows live mail.
I also deleted it from my registry and so far everything seems fine.

"Dave" wrote:

> Atdmt is easy to get rid of.(If you know how). This Microsoft marketing
> cookie has an opt out option installed on your computer. The easiest and
> quickest option is to search "atdmt opt out" on Google you will find the
> atdmt site at the top of the results. Click on that and you will get the
> removal tool. Please note you must not block atdmt.com in your sites list in
> internet options/ privacy (if it is blocked you must allow it). What happens
> is atdmt will replace the offending cookie with another which does not
> function. I had 120 threats detected by AVG and it drove me mad before I
> discovered this simple solution. - Dave
>
> "ErikS" wrote:
>
> > Would this mean that the tracking cookie Atdmt can never be removed?
> > It would appear that this cookie is associated with Bing.com; correct or not?
> > Please tell us what to do. All this appeared after changing to IE8 and
> > installing the Outlook Connector to read Hotmail. Thanks a lot!
> > --
> > ErikS
> >
> >
> > "PA Bear [MS MVP]" wrote:
> >
> > > [x-post to IE General]
> > >
> > > One or more options/settings in an ever-growing number of third-party
> > > applications may be disallowing the changes from "sticking." These include
> > > anti-spyware applications (e.g., Ad-aware's Ad-Watch, Spybot Tea Timer,
> > > SpywareBlaster, SpySweeper, Spyware Doctor, CounterSpy, WinPatrol, etc),
> > > anti-virus applications & security suites (Norton, McAfee, ESET/NOD32,
> > > Kasperky, Trend Micro, etc.), and third-party firewalls (e.g., Zone Alarm,
> > > etc.).
> > >
> > > Note that temporarily disabling the application(s) or rebooting into Safe
> > > Mode may not disable the application's system protections.
> > > --
> > > ~Robear Dyer (PA Bear)
> > > MS MVP-IE, Mail, Security, Windows Client - since 2002
> > >
> > >
> > > ErikS wrote:
> > > > 1) as soon as IE8 and/or Hotmail is launched, the adtmt cookie appears
> > > > 2) the atdmt.com is set to 'always block' under privacy sites but does not
> > > > work
> > > > 3) worse even, the atdmt.com is being removed from the always blocked list
> > > > 4) adding atdmt in the security restricted sites has no effect
> > > > What can I do to keep atdmt from intruding my pc?
> > > > Thanks!
> > >
> > >