There are a number of steps I do to setup a new computer, and or fix a spyware/virus problem.
1) Setup a hosts file to block about 95% of the stuff out there:
http://www.mvps.org/winhelp2002/hosts.htm
This is a very easy, and very useful thing to do. It blocks just about all advertising and popups in your browser by redirecting the request to your local machine. There are instructions on the site.
2) Setup Open DNS
http://www.opendns.com/
You have to be a little technically savvy to do this, but it is great. Similar to number 1. They have a free account option.
3) Install Microsoft Security Essentials if you are on Windows
http://www.microsoft.com/security_essentials/
Great application, and free.
4) Use MalWareBytes if you have an active spyware/virus problem.
http://www.malwarebytes.org/mbam.php
Once you install the free version, run a full scan. It will take a while, but should clean up anything there.
I usually stay away from Norton and McAfee, as I find the software almost as bad as the virus. They introduce tons of overhead, are expensive and don't like to uninstall cleanly at all.
Good luck!
James