You recieved it because your system is unsecured.
It would help if you gave the name of the toolbar,that way any answer will
be more specific to the problem. In place of that run these free tools they
should help in removing it.
To see if that freeware program you are about to inststall
is infested with spyware check it out first at this link. http://www.spychecker.com/
Also it would be a good idea to change some default settings mainly these.
Go to control panel and open "internet options.
Click on the security tab then custom level.
make sure these settings are as follows.
Download signed active x controls>set to prompt
Download unsigned active x controls>set to disable
Initialize and script active x controls not marked as safe>set to disable
Run active x controls and pluggins>set to enable
Script active x controls marked safe for scripting>set to enable
Java permissions>set to high
Launching programs and files in a IFRAME" > Prompt
Installation of Desktop items"> Prompt
Navigate sub-frames across different domains>prompt
