A quick primer site covering the basics we should all learn before venturing forth to grandmother's house, picnic basket full of cookies in hand....    http://www.cjwd.demon.co.uk/compsafetyonline.html

Especially see the bit about malware/spyware/adware, download and run buth Spybot S&D and Ad-Aware, as per instructions here.
(Don't forget to click the IMMUNIZE button in Spybot S&D to change your browser settings to make things more secure)

Then try running the browser test at this site to see how vulnerable you are: http://www.jasons-toolbox.com/BrowserSecurity/

I ended up infected with the COOLWEBSEARCH malware (crapware, pusware, shitware, prickware, pukeware, etc.) a little while ago (I don't know how but it was definitely through web-browsing, not e-mail) but it took running CWSHREDDER (several times in fact to get it all), Spybot S&D, and Ad-Aware to finally clean it all off and get my browser back to normal. My searches were being hijacked and links and downloads all being pulled to the same justsowrong sleazy "search" page full of their targetted products. It also kept resetting my start page and putting a chubby-chasers porno site in my Favorites list, no matter how many times I deleted it. Some of this stuff even keeps Spybot S&D and its ilk from working or won't allow you to download anything else. SOMEbody out there deserves a good steel-toed boot to the groin, I tell ya...