Spybot and Adaware are programs that search for any Spyware, Adware, Snoopware, malware and everything else that can track what you are doing and reports back to the authors. They often always come with any free programs that you may download or install off the internet or from those free CD's. They track your surfing habits etc and reports back to the authors for advertising purposes.
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Using Adaware and spybot together is perfectly ok (I do) and I've had no problems. If Adaware doesn't detect some, spybot will detect probably it afterwards and vice versa.
Also another good program is spyware blaster click here