We don't like Spyware. These are programs you download from the Internet (occasionally, without realizing you're doing so) that not only do whatever they claim to do but also, secretly, gather data about you. When you're online, they secretly transmit this data to…someone. You never really know what the data is, who's collecting it, what they're going to do with it, etc. Most often, it relates to building a "user profile" of you, figuring out what kind of consumer you are and how you can best be targeted with advertising — but other, more pernicious practices are possible.
Once I learned about Spyware, I began uninstalling it all over my computer. A program called Gator did a neat job of filling in online forms for me, like credit card info and such. But it's Spyware so I got rid of it and instead installed Roboform, which does most of the same things but without nosing around on my harddisk. A lot of download managers like Go!Zilla and free games (like some called Free Solitaire) are nice but they tattle on you, so you want to get rid of them. No matter what a program does, there's probably a safe, non-intrusive alternative.
Some time ago here, I recommended the first and foremost Spyware Detection and Removal Program, which is AdAware. This was a great program and it will probably be a great program again, but its makers are running behind in releasing its next version, which will be 6.0. The current version, 5.83 is so far out of date that it won't detect a lot of newly-developed Spyware programs. In a few cases, Spyware programs it detects have been upgraded so now, if you use the old AdAware to remove them, it does more harm than good. Until 6.o comes out in a month or so, use AdAware to detect Spyware but be careful about using it for removal, and don't assume it will find everything.
In the interim, the best detection/removal program is probably Spyboy Search and Destroy, though it's a bit more difficult to use. I'll let you know here when the new AdAware is out.