Spyware/malware is a growing and pervasive problem. You can become infected by just surfing the web, and even some emails (usually by clicking a link in the email). Some times you even agree to allow it to infect your computer.

A lot of times adware and spyware (malware included) come bundled with software that you load yourself, and electronically agree to let infect you.

Earlier tonight, I decided I needed a few new themes and screensavers. I googled for them and specified 'free' in the search. Of course, a lot of the results were payware or at the vary least shareware, but there were some free results. But are they really free? Most of the downloads came bundled with ads, adware, and spyware of some sort.

They all wanted you to agree to let them load this malware, either in their download disclaimers or in their 'End User Licence Agreements' (ULA's). And to be able to use their products, you must accept the malware also.

Check out the 'Theme XP' wrapping page: http://www.themexp.org/about_wrap.php
In order to keep our costs down, some of the files on this site have been wrapped with advertisements. This has nothing to do with the theme authors and they are not making any money because of it. It is simply a way for us to pay for bandwidth and servers to keep this site going. If you have any questions please feel free to contact us at support@themexp.org or call us at: (480) 503-8338. We are open 9AM to 6PM Arizona Standard Time.
Now I didn't download anything from their site, so I can't tell you what the advertisements are (if they are plain adverts or contain malware), but in effect you are allowing them to put anything they want on your computer.

Another example is in the attachment to this post. It is the disclaimer to start the installation of a free theme. Again, I can't tell you what was to be installed, because I canceled the installation.

The only two ways to protect your self from this type of malware, is to read all disclaimers and ULA's that come with any software you are installing, or to never install any thing ever again.