WinMX says right up front that their code doesn't contain spyware. That
alerts me to think about the issue, rather than makes me feel warm and
comfy, I'm afraid. Then I see an ad in the right of the support page from a
site which from which another user I know reported acquiring an unwanted
toolbar. Have you checked out the EULA to be sure that the use of this
product isn't predicated on maintaining a connection to some advertising
software, which perhaps was removed by Microsoft Antispyware? This is a
risk with any antispyware software, I'm afraid.