Spyware is
software that secretly collects user information through someone's internet connection without their knowledge, usually for advertising purposes.
Adware will display banners and/or popups advertising products, while another program's running.
You might not have any malware at all, but some scam versions of p2p apps do install this crap. You could always run these below to see what's on your computer. They're both good, free programs & I'd recommend them. Just remember to keep them updated.
ad-ware __(FREE) Spybot - Search & Destroy __(FREE)
Also make sure that you're using a good Anti_virus program. Keep it updated & scan all files that you download before opening them. There are heaps of infected files around & you do have to be really careful. There are lots of good stickies all over the different forum sections...check them out.