Download and install Spybot Search & Destroy
http://www.safer-networking.org/en/spybotsd/index.html

let it update itself - it will do this after it has installed the program but before it actually runs to check for pests - and then run it.

Since you are learning all about spyware, here's another word for you; malware (http://en.wikipedia.org/wiki/Malware). Spybot gets rid of quite a range of malwares and spywares. I would recommend you also use the 'immunise' feature in Spybot, for your browser.

Personally, I wouldn't recommend you start messing about using the utility Brian mentioned - these things can be excellent ... if you know what you're doing. They can also bring your computer to a grinding and unceremonious halt if you don't, so they require use with extreme caution.

Yes, burn your windword's onto CD every so often. If something happens to your computer you at least will have your hard work saved.