Adware and spyware are malicious software packages that can invade your privacy, and cause your computer to run poorly.  You can protect yourself by avoiding files and programs that are not from reputable sources.  Also, you can prevent and remove most adware and spyware using one of these free tools:

AdAware Personal - A free anti-spyware/adware tool from Lavasoft

Spybot Search and Destroy - Another excellent free anti-spyware/adware tool.