If you have ever come across popup ads even when you are not browsing, then this is the mischief created by spammers using a security hole in the windows messenger program. Windows messenger can be shut down safely on PC's without affecting any other programs there is a quick fix called shoot the messenger to do this.
Note: Windows messenger is not MSN messenger the popular chat program
other good tools include
Leak test, Unplug and pray, DCOMbobulator and XPdite
all of the above utilities can be downloaded here and an explanation of what each utility does is also given on that page.