I run a couple things. DEFINATELY Spybot S&D, which is freeware too! Get that here:
Also, I VERY strongly recoment also running JavaCool's, "Spyware Blaster." This is also freeware adn be gotten here:
Lastly, a LITTLE off topis, I use GRISoft's, "AVG Antivirus 7.0," for full-time virus protection. That can be had free of charge as well here:
The other thing I do for virus protection is I run this EXCELENT Java-based online scanner by Tren Micro, (Makers of PCCillin), called, "House-Call." That can be done at www.housecall.antivirus.com Running scans from different antivirus companies sometimes finds stuff that is missed by the first companies utility. (I've seen this happen more than once.) Just be aware, running two REAL TIME VIRUS SCANNERS simultaniously is often a bad idea. Housecall will not interfere with AVG or other scanners however. Also, each time you visit and hit the free scan, it will check to see if you have the latest engine and pattern file, and if not, will automaticly update them BEFORE scanning.
Hope that helps, and if you need any help with any of these packages, feel free to PM me, but please do so with a link to your question posted in the forums, as, often times it's better to discuss these things in public where it may help someone else as well.