Although some people complain about this "long list" of things I give, if
you do these things (some periodically) then I truly believe (because I see
it every day from others I have suggested it to) that you can keep your
machine spyware/adware/malware/virus/trojan free and running much better
than it likely does by the time you ask this question on a newsgroup like
this one. (I won't mention "popup free", because you WILL hit a web page
where a popup is truly necessary and needed by you. But I will say "less
popups guaranteed.  No Messenger Popups for sure.")

So, that being said, here is the list:

Turn on that firewall...
http://www.microsoft.com/WindowsXP/home/using/howto/homenet/icf.asp
(It has been reported that it now works with AOL 9.0+)

Make sure you have all the updates (critical) installed from:
http://windowsupdate.microsoft.com/
(Scan for updates, Review and Install)

Get rid of the spy/ad/mal-ware..
(Yes - using MORE than one of these..
I recommend at least the first three.  Also..
UPDATE the definitions for them before using.)

Spybot Search and Destroy
http://www.safer-networking.net/

Lavasoft AdAware
http://www.lavasoft.de

CWSShredder
http://www.spywareinfo.com/~merijn/downloads.html

Hijack This!
http://mjc1.com/mirror/hjt/

I also like "The Cleaner" and "SpywareBlaster" and "SpywareGuard".
 - http://www.moosoft.com/
 - http://www.javacoolsoftware.com/

The first is a PAY product, but useable for 30 days - it has found and
eliminated problems in the past the others did not.  The latter two are
prevention mechanisms.  I like SpywareGuard for those with enough processor
to have something running like antivirus software - and it prevents browser
hijacking quite well.

And Assortment of Others:
http://www.merijn.org/downloads.html

After you cleanup your PC somewhat of spy/ad/mal-ware, verify your antivirus
software is updated and run a full scan of your computer.  If you have no
antivirus software - get one NOW!  Grisoft AntiVirus:
http://www.grisoft.com/us/us_dwnl_free.php

Empty your Temporary Internet Files and shrink the size it stores to about
80 to 120MB (seems to be an optimal size for the normal user)

- Open ONE copy of Internet Explorer.
- Select TOOLS -> Internet Options.
- Under the General tab in the "Temporary Internet Files" section,
  do the following:
 - Click on "Delete Cookies" (click OK)
 - Click on "Settings" and change the
   "Amount of disk space to use:" to something between 80MB
   and 120MB. (Betting it is MUCH larger right now.)
 - Click OK.
 - Click on "Delete Files" and select to
   "Delete all offline contents" (the checkbox) and click
   OK. (If you had a LOT, this could take 2-10 minutes or
   more.)
- Once it is done, click OK, close Internet Explorer
- Re-open Internet Explorer.

Uninstall any software you do not use often/ever.  (If you have something
installed but never use it, uninstall it.)  If you go through Control
Panel -> Add/Remove Programs and see things you seldom if ever use, it is to
your advantage to remove it.

Also, if you are tired of Web Page Pop-Ups/Unders..  You could try the
Google Toolbar.
http://toolbar.google.com/

Stop loading applications at logon.. run MSCONFIG and look under the startup
tab for things you DON'T want to startup!  Search the Internet with Google
to discover what things are safe to remove and what things may even be
malware infecting your computer.

Better control your email and lessen the amount of time you spend dealing
with SPAM:
SpamBayes
http://spambayes.sourceforge.net
or
Spamihilator.
http://www.spamihilator.com

Try AdAware and/or SpyBot S&D...

Google to find them.

Beware of other so-called cleaners. Some of them are actually spyware
installers.