Cheese is not carb free, although Atkin's lists it as a "free food". The idea is that if you're watching all your carbs and keeping them below 20g then the few in cheese wont hurt much. (Btw, coffee and cream are also not carb free). If you're having problems losing then it is wise to look to certain known stallers; cheese, coffee, dairy in general, nuts.

As with all things, moderation should prevail. It is generally accepted that 4oz of cheese a day is a good limit (even Dr. Atkins' center recommends). Fatter (this applies to all dairy) means less carbs, so Havarti and Guyer would be lower in carbs than Cheddar. The more buttery or creamy the lower carb. This is true too for creams (choose whipping or heavy over 1/2 and 1/2).

HTH
Nat