Spyware is not the problem it was a few years ago. This is mainly because the antivirus software vendors wised up. For a long time, they ignored spyware, saying it wasn't their area (and the definition of spyware is tricky and they didn't want to be blocking perfectly good software in error). Now they're selling total protection, which includes protection against spyware.
Still, though you're less likely to be infected, you're more likely to have a hard time removing anything that does get through. There is never a simple solution, but there are two tools that can help.
The first is Hijackthis. This software was originally developed by a Dutch computer expert named Merijn Bellekom. Merijn also developed other software tools against spyware but had to abandon it. At one point, he announced it was to get further training. This is true, but, really, if he showed up at a job interview with the invention of Hijackthis on his resume, he'd get the job.
Now, Hijackthis is distributed by TrendMicro. It is an analysis tool. If you download it and run it, you will get a log of all potential virus entries.
It's important you don't try to analyze these yourself. Many of the entries are necessary for your software to run and if you mess with things you can have a mess.
What you can do is post the log for others to examine. I'm partial to spywareinfo.com. They have standards before you can start giving advice (you need to pass a test) and you can count on getting good advice. Once you hear from them (it's a bulletin board, so you need to check it), follow their instructions and you should be able to clean even the most stubborn bits of spyware.