Tony,
I use AdAware, Google Toolbar, and Spybot. So far it seems to work very well to make sure that no ads or other windows pop up to annoy me.
I am sure that Spybot will be helpful to you; however, I don't think any one free program today is capable of everything, so you may have to put on some other tools as well, if the problems do not go away.
REgards,
Alex
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Regards,
Alex