For spyware infestations, I recommend using Spybot and Ad-aware and also scanning with ClamAV and a commercial virus scanner.
Sometimes, someone will still have to go through startup info using msconfig or regedit, and a few infestations are nearly
impossible to get rid of and require a clean reinstall of windows.
If you're using Internet Explorer and are getting infected with spyware often, I recommend you switch to using either Firefox or
Opera instead. Neither will prevent all problems, but traditionally, they have had fewer
security holes than IE, and when flaws were found, they were fixed quicker.
No matter what you use, always keep your browser software and OS (eg: windows) up to date. All software has bugs
and security holes, so it's important to keep them patched to protect against known issues.
If you still have problems then you might consider
using a Mac or a linux distro such as Ubuntu for your web browsing instead of windows.