I think Spyware Blaster,Spyware Guard & Spybot Search &
Destroy's Immunize feature all play a important part in
blocking this type of crap.
If your using IE especially without service pack 2 then
it does leave some issues with vunrabilities with IE
itself.These are often closed by security patches which
come from microsoft on the updates page.
If you havent tried the above 3 programs,here's some
links to them,They are all free and do not conflict with
anti virus software as these protect against
spyware/adware.
Spyware Guard:
http://www.javacoolsoftware.net/downloads/spywareguardsetu
p.exe
SpywareGuard provides a real-time protection solution
against spyware that is a great addition to
SpywareBlaster's protection method.
An anti-virus program scans files before you open them
and prevents execution if a virus is detected -
SpywareGuard does the same thing, but for spyware! And
you can easily have an anti-virus program running
alongside SpywareGuard.
SpywareGuard now also features Download Protection and
Browser Hijacking Protection!
SpywareBlaster :
http://downloads.net-
integration.net/spywareblastersetup33.exe
Prevent's the installation of ActiveX-based spyware,
adware, browser hijackers, dialers, and other potentially
unwanted pests.
Block spyware/tracking cookies in Internet Explorer and
Mozilla/Firefox.
Restrict the actions of potentially dangerous sites in
Internet Explorer.
SpywareBlaster can help keep your system spyware-free and
secure, without interfering with the "good side" of the
web.
And unlike other programs, SpywareBlaster does not have
to remain running in the background.
Spybot Search & Destroy
Spybot - Search & Destroy can detect and remove spyware
of different kinds from your computer and has the
immunize feature to block known sites that spread malware
or annoying pop-up ads.
http://ejrs.com/spybot/spybot.exe
Regards Andy