Actually both Norton and McAfee can catch spyware...not sure if that's only the corporate versions or what...unfortunately they don't catch much, which is lame. I use the Computer Associates eTrust Pest Patrol, which is pretty good at catching nasties, and also Adaware
www.Lavasoft.de - make sure that whatever you use you update the reference file because none of them will be very effective if they're not up to date. Another idea is to make your user account a non-admin account so things have more trouble installing. And using Mozilla or some non IE browser is a really good idea. It's not that IE's junk, it's not, it's that everyone uses it and the scumbags out there trying to exploit users know this...if only 1% of users are on "other" browsers and the rest are on IE why waste your time trying to find flaws in a fraction of 1% of the browsing population's browsers - it won't happen...same goes for *nix based operating systems. I'd say *nix is more secure, though, because of smarter more "open" security testing methods.
The whole thing started when Microsoft put their products out, charged money and claimed they were secure without giving the open soruce community a crack at it first. What we see now is a bunch of anti-imperialists, con artists and geniuses who don't like Microsoft or are trying to make a quick buck at user's expense, whatever the reason; they attack it. If they didn't like Unix or thought they could break it or enough people used it as their operating system it'd probably be similar except that before a flavor of Unix is released the source is usually put out for the whole world to take a whack at it
before it is released to the world. Plus the type of user on Unix is traditionally someone who knows their stuff and therefore isn't as easy prey as your mom or dad who can't program a vcr let alone secure a computer.