These are the recommended utilities to run to keep your system safe (as well as a reliable AntiVirus program with up to date definintions):
ad-ware
http://www.lavasoftusa.com/software/adaware/ (FREE)
Spybot - Search & Destroy
http://www.safer-networking.org/en/mirrors/index.html (FREE)
Peerguardian:
http://peerguardian.methlabs.org/pg2.html (FREE)