First, a few definitions of what these programs are and what they do to your computer...

Malware

Malicious software, including viruses, worms, Trojans, Denial of Service and other such attacks. Sometimes referred to as rogue programs. A generic term increasingly being used to describe any form of malicious software; eg, viruses, trojan horses, malicious active content, etc.

Crimeware

Crimeware is any computer program or set of programs designed expressly to facilitate illegal activity online. Many spyware programs, browser hijackers, and keyloggers can be considered crimeware, although only if they are used illicitly.

Adware

Software that may have been installed on your computer by a remote site. Many free utilities that you download from the Internet will install hidden software that sends details of the websites you visit and other information from your computer (which can include your email address) to advertisers so they can target you with popup ads and spam. A program that displays banners while being run, or reports users habits or information to third parties.

Spyware

A general term for a program that surreptitiously monitors your actions. While they are sometimes sinister, like a remote control program used by a hacker, software companies have been known to use spyware to gather data about customers. The practice is generally frowned upon. A technology that assists in gathering information about a person or organization without their knowledge. On the Internet, "spyware is programming that is put in someone's computer to secretly gather information about the user and relay it to advertisers or other interested parties." As such, spyware is cause for public concern about privacy on the Internet.

Trojans

A program that comes in secretly and quietly, but it carries a destructive payload. Once you become infected by the worm or virus that that Trojan carries into your computer, it can be very difficult to repair the damage. Trojans often carry programs that allow someone else to have total and complete access to your computer. Trojans usually come attached to another file, such as a .avi, or .exe, or even a .jpg. Many people do not see full file extensions, so what may appear as games.zip in reality could be games.zip.exe. Once the person opens up this file, the Trojan goes to work, many times destroying the computer's functional capabilities.

If you don't have an anti-spyware program on your computer system, you are at considerable risk!

Protection

There are quite a few retail products on the market to protect you from these nuisances, but what I recommend are two very good programs that won't cost you a thing - unless you want to support them or upgrade to the 'professional' version of their software packages, and one inexpensive one that is top of the market.