Your belief is incorrect. Windows 2000, and Windows XP and the server OS's
all grew from the Windows NT code.
Windows Millennium edition was the last product based on the Windows 9.x
code (Windows 95, 98, 98SE, and Windows Millennium.) It has features which
make it appear more like the NT based products, as a prelude to the release
of XP as the first real consumer-level version of Windows descended from the
NT line.
However, it is more like Windows 95, under the hood, unfortunately for your
particular query.
Lavasoft's Ad-aware, Spybot Search & Destroy, SpywareBlaster are all
excellent third-party products suitable for your version of Windows.
Here are some links--nearly all of the material, including the videos, at
these links is relevant to Windows Me--with the exception of Microsoft
Antispyware. I don't know whether Sunbelt's CounterSpy product, which has
some similarities at the moment with Microsoft Antispyware, is compatibile
with Windows Me, or not.
http://www.microsoft.com/athome/security/spyware/checkcomputer.mspx
http://support.microsoft.com/default.aspx?scid=kb;en-us;827315
http://www.microsoft.com/protect
http://www.microsoft.com/spyware