There are a lot of great resources out there to help you identify and eliminate spyware and adware from your computer. I just discovered Computer Associates' Spyware Information Center, which is very slick and very well-maintained. I especially like that they track emerging pests. Haven't seen that before.
Another great pest encyclopedia is on Kephyr.com, publisher of the Bazooka Adware and Spyware Scanner.
So if you see something running on your PC that you don't remember installing, check it against one of the above lists and find out how to deep-six it.