I don't think so... spyware implies something that actively spies on you.
Cookies are inert text files - They just sit there holding whatever data was written to them, and can only be read back by the site that created them (With some caveats which I can't be arsed to go into)..
This BBS' SQL database would count as spyware if you use that definition.
The reason most anti-spyware systems call them out is that advertising sites like doubleclick etc. can use them to track where you go - e.g. you goto a website with a Ad Banner in an IFRAME; The IFRAME writes a cookie to your cookie jar.
Later, you goto another site, also with an IFRAME Adbanner - Because that IFRAME holds a web-page from the ad-people's server, it is also allowed to read/write to the cookie, thus allowing it to trail where you have been.
Too many sites use cookies these days, so my current kludge is to disable IFRAMEs, but I can only do this in Opera with the site-hacking JS script it uses. You can probably do it in FF with Greasemonkey 'tho.
I've never seen a legitimate use of IFRAMEs anyway...
