A combination of programs is the best way to protect/clean yourself from spyware.
All of these programs are free and you can find them on Download.com (or google the official websites if you prefer that)
Also if you don't use a cookie/reg/etc cleaner, I would; Ccleaner.
Scan and clean spy/malware:
Super Anti Spyware
&
Malware Bytes
Now, if you want to go all out you can really mix it up, which is what I do, only because I'm paranoid since my brothers use my computer from time to time, even though I haven't found anything in about 2 years.
The mix-up.
Real-time: Adaware and Spyware Blaster [run both] (Spyware Terminator is another, but you don't want too many running at once)
Standalone scanners: (the 2 I mentioned before, Super Antispyware and Malwarebytes) AND Spybot: Search and Destroy, AND A-Squared.
SO. I would really recommend using everything I mentioned (make sure you use the free versions). If you don't want to go that crazy on it then just use Super Anti Spyware and Malwarebytes.
Malwarebytes will be the most important one and will probably clean the majority of the nasty malware on your PC.
Now, the most important thing. If you don't mind a little intrusiveness and want to keep your PC clean for the future to come. Do yourself a favor and get the firefox addon (assuming you use firefox) Noscript. Noscript is the main reason I haven't found any spyware on my PC in years. I can go to virtually any website I want and be (virtually, again, hehe) free of harm.
If all else fails, reformat.