I've been working on this PC at work that got infected by spyware. Damn pain. It had all kinds of stuff installed on it, and it took me three days to clean it out. First I tried all the programs I knew. Spybot, Adaware, and the bazooka spyware checker. Spybot got rid of everything except one trojan called Win32.Delf.Trojan.A. Damn thing would not go away, and kept reappearing. I edited the registry removed all references to the file, but I guess that wasn't enough. The program would come up again, as a renamed file.
Adaware kept detecting it, and trying to remove it, but it wouldn't help. I was about to give up and reformat the PC, but then adaware downloaded updated Ref files, and viola. Its gone. So far.
For a sysadmin, Windows is a PAIN!
I never have problems on my system running Windows, but then, I know how to use my computer! Its all the other users that are a problem!