And here's a remark that BillD posted on another thread (you'll find a link on the one I just posted above to other thread, but I'll save you the trouble of searching for it):
personal note...I use the AdAware and SpyBot S&D programs now & then, just in case...but the major way I avoid GETTING the stuff is thru a good firewall, (I use Kerio), and especially by using The Proxomitron. This may be the single more useful security item I know of. It functions as a web filter, passing everything your browser goes to thru a set of rules that YOU pick..(or use its defaults). Truly amazing product...no longer under development, but will be used for years to come.
Also, I 'almost' never use IE, relying instead on Opera and Mozilla browsers.
Find a copy of one of the free programs like Ad Aware or SpyBot Search and Destroy, and go from there. Look into the updates available for your computer from your various software and hardware manufacturers, and look into the free or for-fee programs that help block some of this stuff. Running a search on the names in Google will bring you reviews along with the sites themselves, and running a similar forum search on the names here at Mudcat will bring you those marvelous exerpts from our previous conversations about these programs that will let you make a choice regarding safe computing. The barrier method is best: always use protection! :)