Hi, As everyone suggested try to get, Ad-Aware, Spy Bor Search & Destroy, Spy-Doctor.  
But if you ask me GET SERVICE PACK 2 
Its cool to stop cokies and popups, but the rest of it is not that good. 
  
  
If you get Spyware Search and Destroy. 
Just Select you C: and scan your Coumputer. 
  
Same with any other software you are using. 
  
If you have WINDOWS XP, I had the same problem. 
1. Go to Control Panel 
2. Add Remove Programs 
3. Find the progrm and remove it