as broken crow said, don't use internet explorer (unless you need to use it for IE viewable sites only) try using firefox instead. here are a few good adware/spyware removal programs:

-Spybot Search & Destroy(good, completely free scanner with a decent process guarder/watcher with several handy tools)
-Microsoft Antispyware(compeltely free [if you have a real windows product key that comes with a good scanner and good realtime protection)
-Ad-aware SE (pro is paid and comes with some protection features, personal is free, but has less features)
-a-squared (good for trojan removal as well, also has an interesting real-time scanner [paid version])
-e-wido (new program that is quite popular. misses some key features in free version, but the paid one is great)
-webroot spysweeper(your standard buyable antispyware program that has been getting good reviews.has good realtime protection as well as scanning.)
-winpatrol(good inbound protection software against anything malicious going on in your computer [like if you're already infected])
-sunbelt counterspy (a lot like ms antispyware so i'd rather just get that instead since it's free)
-spyblaster (good, free and extremely low resource consuming realtime protection against spyware)
-SpyDefense[from everestlabs](an interesting, new, free antispyware with good realtime protection and scanning.)
-ULTIMATE TOOL(in my opinion) = HiJackThis [HJT] but it requires you to have knowledge about your system as you are required to manually remove things you find are malicious. it also produces detailed logs that help experts find out whats wrong with your system (if it is infected).this is also free as well.

if i can remember/find anymore i'll edit this post. by the way, there are quite a few lists located on this site that you can find which can help you. here's one of the threads that can help which even shows the people's opinion on a few programs. it's located right here

P.S remember, it is best to operate only a few antispyware programs at the same time (this usually goes for real-time protection, although multiple ones scanning and running at the same time can be dangerous). some may be compatible with others, but others may cause quite a few conflicts, so be careful on what you choose.