Get a spyware/adware detector

Spybot - Search & Destroy is a popular anti-spyware tool, providing tools to scan your system for adware/spyware, and a small program that runs in the background and alerts you about possible attempts to install malware. Spybot-S&D is free to download, but you can make a voluntary donation to help support the authors.
Another popular malware detector is Ad-Aware. The basic version is free to download and use, and they offer (paid-for) versions that enhance the functionality.
You can have more than one spyware/adware detector running, but it's probably not a good idea.