So I recently had an infection with the adware device Virtumonde (on my WindowsXP laptop). I did the research, found tons of articles and links, got led in several useless directions, begged my friends for help - and tried harder. I highly recommend installing the free Adaware 2007(by Lavasoft), even tho it found the problem (and several), it somehow DID NOT get rid of it completely (but its still a great tool). What did seem to work (only time will tell) is the AVG Free Advisor. And the kicker - yes, its free!
The other great free program that I recommend is the Commodo Personal Firewall. Sure it nags you very very much in the beginning, but after a week - the thing is silent, in the background, watching for any unrecognized stituation. Their other product BOClean, didnt seem to work too well - so skip it if you can. I think that this firewall is far better than the WindowsXP firewall.
For an ad blocker, I just use the Firefox browser (most ads and viruses are made to work with IE) with these plugins: Adblock, Adblock Plus, Adblock filterset G updater. Personally I think Norton is too bloated, and McAfee just puts all kinds of hooks into your system - not too mention - why pay for this stuff? If you are so compelled, I highly recommend nod32(by eset). If not, just make a donation or purchase a full version of some of the software listed above.
UPDATE: Runscanner looks interesting. And this could come in handy: Hotspot Shield is a free program which creates a virtual private network between your computer and a wireless router. While its focus is mainly on protecting your private information from hackers, it also keeps sniffers from recognizing that you are outside the US.