Malware, short for malicious software, is any software program designed to cause harm to a computer system or designed to frustrate the user experience. In addition to viruses and trojan horses, this category of software includes spyware and adware. In short, malware consistutes all the software that evil people try to sneak onto your computer, but which you do not want to have on your computer. This page describes the three programs you should run to eliminate malware from a Windows system. (For more information on malware, see the Malware Wikipedia entry.)
Contrary to its name, this new software from Microsoft removes all sorts of malware, not just spyware. Please download Microsoft AntiSpyware, and then install/run the software.
Although this tool might get invoked automatically as part of the Windows Update process, you can (and should!) nonetheless invoke it manually by going to the Microsoft Malicious Software Removal Tool webpage. Use the download link on the right side of that page to obtain the software, and then be sure to install/run it. (If you are using Internet Explorer when you visit that page, then you may be able to scan your computer on-line without having to separately download/install/run the software.)
Although the two Microsoft tools mentioned above eliminate a lot of malware, some malware may escape Microsoft's attention, and thus you should always also run Lavasoft Ad-Aware SE Personal Edition.