Advertising Supported software (adware) is the most common, however some programs (spyware) will spy on your activities as well for market research. Adware is a way for shareware authors to make money from a product, other than by selling it to the users. There are several large media companies Web3000, EverAd, and Aureate, just to name a few, that offer to place banner ads in their products in exchange for a portion of the revenue from banner sales. This way, you don't have to pay for the software and the developers are still getting paid. If you find the banners annoying, there is usually an option to remove them, by paying the regular licensing fee.
I find that the using of spyware is still common in the Internet today and many have invested a lot to have protection against spyware.You can actually get a lot of good anti spyware from a number of manufacturer for free.
Here's my recomendation below .
1 ) Spybot - Search & Destroy at http://www.safer-networking.org/
the best (according to PC World, PCMag.com, ...) privacy software available!
Spybot - Search & Destroy detects and removes spyware, a relatively new kind of threat not yet covered by common anti-virus applications. Spyware silently tracks your surfing behaviour to create a marketing profile for you that is transmitted without your knowledge to the compilers and sold to advertising companies. If you see new toolbars in your Internet Explorer that you haven't intentionally installed, if your browser crashes inexplicably, or if your home page has been "hijacked" (or changed without your knowledge), your computer is most probably infected with spyware. Even if you don't see the symptoms, your computer may be infected, because more and more spyware is emerging. Spybot-S&D is free, so there's no harm giving it a try to see if something has invaded your computer.
2) Ad-Aware at http://www.lavasoftusa.com
Lavasoft make it easy for you to protect your private information on your home computer, providing safety, security and peace of mind for you and your family.At Lavasoft we believe that every individual, regardless of economic status or geographic location, should have the power to control their individual privacy and security. Lavasoft is the original anti-spyware company, and we are still delivering the best protection today. After all, over 300 million computer users around the world can’t be wrong!
There are still a few other such as Yahoo anti spyware which is available for free but I highly recommend both of my feature above because I am already using both for some time together and it is effective.From my experience I think it's good to have at least 3 different type of anti spyware because while an anti spyware can't detect certain spyware, another anti spyware can easily detect the spywares.You 'll have a better protection here.The free version is only for home user.