Your first move against spyware should be to stop using Microsoft Windows. However, there are certain cases where you cannot do this, so you should at least stop using Internet Explorer. Get Mozilla or Opera. Then you will need antivirus and antispyware protection. "Spyware" is a very popular term on the internet and many programs were made to stop such malicious software. But looking deeper we see that those programs were made for another purpose which is "no matter if you have or not spyware, no matter if our product will clean your computer or not, you have to buy our product so we can make money".
Such almost useless programs have high sales because people are desperate. Big companies started to do some important moves against this trend. First Alexa and Google made some toolbars to stop unwanted popups. Then almost all browsers included popup blocker feature. All these tools are free, but these so called "rogues" anti spyware programs still sell.
Yahoo did even more, beside the popup blocker, they included anti spyware in their toolbar, also for free. Another reason why people still buy the rogue products is because they are not aware that most of antivirus programs are also able to remove trojans and spyware. Some of these antivirus have free versions or evaluation/trials.
So the question is, why do you have to spend money on an adware blocker or on an outdated antispyware program? You can simply use the trusted free tools to clean your computer.
Let's take Kaspersky. It is a serious antivirus, almost daily updated, do you think a one year old anti spyware program would do more for you? It definitely cannot. The only reason these rogue software have buyers is because many people have poor knowledge about computers and they will buy the first product comes in their way. And spyware remover programs are indeed well advertised. All the internet is spammed with banners and links to these tools.
The serious protection programs such as (Norton Antivirus, Mcafee, etc) were known to protect against virii and trojans. But people started to use the terms "adware" and "spyware" instead of trojans. So now most of them no longer search for "trojan remover" or "antivirus", they search for adware and spyware. That's why these terms are so popular and the very many programs that claim to remove them.