D+1 said:
Download and run Ad-aware from lavasoft NOW. Get virus protection NOW if you don't already have it. Failure to regularly run some form of spyware and antivirus in todays computing environment is, it must be said, stupid.
That's just hyperbole spouted from the mouths of the marketers of anti-spyware and anti-virus software. If you have a firewall and have some kind of clue as to what you are doing, there is absolutely no reason you need that kind of software.
I run a free online virus detection program about once a year just for giggles. Only stuff it has ever popped up were viruses and worms that were in my mailbox unopened. They can't do any harm there, so I leave them for my spam filtration software to index.
Only time I ever had spyware, I discovered it on my own and removed it within 2 days. I received it from AOL Instant Messenger, thinking AOL (or AOL/Time Warner) was a fairly reputable company. I assure you, they are not, and I will never use software realted to the company again.
A firewall, by the way is way more important than either anti-spyware or anti-virus software. Most good broadband modems/routers have a decent firewall, but some don't.
So, sure, if you don't know what you are doing, you should probably run anti-virus/anti-spyware software. But suggesting that people who do not use such software are stupid is just showing ignorance of computer security principles.
More than any type of software out there, education is the best way to avoid any kind of malicious or unwanted software getting onto your computer.
Note: in case anyone is interested, I use Panda antivirus to check my computer online. It's a very intuitive website to use (IE only, unfortunately, but at least there is a good reason). It's also had rave reviews in mainstream, respected publications (and if you take my word on that without checking, you are one of the people who should be running Norton AV, BlackIce, AdAware, and have Windows Firewall enabled along with Automatic Updates and be behind a hardware firewall).
I also suggest every non-trivial computer user familiarize themself with the task manager (Ctrl-Alt-Del -> Task Manager -> Processes). Check this from time to time, but especially immediately after installing ANYTHING, and if you notice any strange changes in your machine's behavior (popups, slowdown, slow internet connection, errors [especially any error that says RPC]). If there are any applications running on your computer that you are not sure of, check them out (google's a good place). You should be able to figure out if you really wanted this program to run or not and get decent instructions for how to remove the program if that is what you want to do.
Also - it must be mentioned - ceasing to use Internet Explorer can help out a lot. If you are a "savvy" (in the annoying, self-aggrandizing, empowering parlance of our day) user, I would suggest Opera. If you are instead an idealist or someone who is only switching because everyone you talk to keeps telling you to switch, try out
Firefox.
...
Oh, and never click Yes.