Step 1: "Blocking Unwanted Paraistes with a Hosts File"
Alright, basically, go to this site, download the file, and follow the instructions. As quoted from the site:
What it does ...
The Hosts file contains the mappings of IP addresses to host names. This file is loaded into memory at startup, then Windows checks the Hosts file before it queries any DNS servers, which enables it to override addresses in the DNS. This prevents access to the listed sites by redirecting any connection attempts back to the local machine. Another feature of the HOSTS file is it's ability to block other applications from connecting to the Internet, as long the the entry exists.
You can use a HOSTS file to block ads, banners, cookies, web bugs, and even most hijackers. This is accomplished by blocking the Server that supplies these little gems. Example - the following entry 127.0.0.1 ad.doubleclick.net blocks all files supplied by the DoubleClick Server to the web page you are viewing. This also prevents the server from tracking your movements.
Step 2: Add Unwanted Sites To IE's "Restricted Zone"
Same as step 1, just go to this site, READ IT, and download the file and follow the instructions. Short quote from the site:
Step 3: Install SpywareBlaster
Get SpywareBlaster, update it, select "Enable All Protection".
The most important step you can take is to secure your system. And SpywareBlaster is the most powerful protection program available.
-Prevent the installation of ActiveX-based spyware, adware, browser hijackers, dialers, and other potentially unwanted pests.
-Block spyware/tracking cookies in Internet Explorer and Mozilla/Firefox.
-Restrict the actions of potentially dangerous sites in Internet Explorer.
Step 4: Get Ad-Aware
Install it and scan your PC and remove anything that's found.
Step 5: Get Spybot-S&D
Same as Step 4.
Step 6: Personal Recommendations/Thoughts
Use Firefox. Get it from http://www.mozilla.org/
Why? Do a search on http://www.google.com/ and you'll know why.
I personally visit the Wilders Security Forums. I found the links listed in steps 1 and 2 from there as well. Really nice place too.
I wrote this after getting frustrated of the numerous calls I get a day regarding spyware. The stupid thing is, I tell them "I guess it's some spyware...", and before I can complete my sentence, they say, "BUT I HAVE NORTON ANTIVIRUS!" or "I have my FIREWALL and security settings all configured! It's impossible!" Please read up more... Before acting like you know everything.
... And it's like ten to twenty calls a day, regarding spyware. Sigh. I'll attain nirvana if I can tolerate this crap for one solid year.
There is a very good guide at DriverHeaven, which you can view HERE.
Alright, that's all. Have a good day! =)