the aforementioned utilities like Lavasoft's Ad-aware and JV16 Powertools and Zonelabs ZoneAlarm, you may also try Spybot - Search & Destroy. It can be found at http://www.safer-networking.org/. I have found it will catch a few things that Ad-aware does not. It, like Ad-aware, can be updated via the Internet.

FWIW, I personally use Aw-Aware 6, JV16 PowerTools, Spybot - S&D, and Zone Alarm Pro.

Best wishes staying on top of the nasties.