if it's CoolWebSearch on your system, get CWS Shedder, which removes all but very recent versions of CoolWebSearch.
http://www.spywareinfo.com/~merijn/downloads.html
That site is also a wealth of info and such on various 'scumware' check his news and forums for more recent and up to date info on his battle with CWS.
Also, I recommend getting both AdAware and Spybot:Search and Destroy and running them both regularly, they'll get rid of 99% of misc junk you get from regular web surfing. The free version of AdAware is all you need, Spybot is free as well.
http://www.lavasoftusa.com/software/adaware/
http://www.safer-networking.org/en/download/index.html
As for general virus protection, there are various free things around the net, but I personally use F-Secure Anti-Virus 2004. Cheap, as effective and regularly updated as the big boys McAfee/Norton, and much lighter on the system resources.
http://www.f-secure.com/
Headthump pointed out a good free Firewall, I never really liked ZoneAlarm when I used it, nor do I like Mcafee or Norton's... I use Kerio Personal Firewall 5. Again, Cheap, Effective, Updated, and easy on the system.
http://www.kerio.com/kerio.html
Also, Internet Explorer is full of exploits and whatnot, it's recommended to use an alternitive browser for general surfing. I use Opera 7, but many people use Mozilla. Both are good, so make your own choice, I only use IE now for the few pages that just don't work right without it.
http://www.opera.com/
http://www.mozilla.org/
All this should help you clean up some of that crap. Here's another good page with alot of the same info I just gave you and a ton of other stuff. It's a good read and written by a guy on the SomethingAwful forums.
http://www.io.com/~cwagner/spyware.html