I assume you mean software to stop spyware...
Pest Patrol - free trial. It will not fix anything found in the free version.
Spybot Search & Destroy - free
Ad-Aware - free for non-commercial use
Zone Alarm - free for non commercial use
Anti-Virus (any)
I use (and update frequently) all of the above software on my wife's Win XP Home computer.
If one package doesn't catch a problem, the other will. The key is frequent updates.
Look into a hardware firewall. Usually found with a router and switch combo.
You can also check your computer's open ports from
www.grc.com. Some like this page, others don't. It will confirm if you firewall is working correctly.
Another site to look at is
www.blackviper.com. This site will tell you what services are not required by Windows. Note Windows Messenger (not the IM Messenger) is a big open hole for unsavory pop-ups.
Good luck!
By the way... If you are using Linux then you have a built-in firewall and won't have many, if any, of these problems as they are mainly directed at Windows and its legendary insecurities.