OK, so is your computer running slowly? Keep getting unwanted pop up ads offering you V1agra, cheap fake R01ex watches, and all the pr0n you can handle? Homepage keeps getting changed without you knowing? Maybe your PC just errors on boot then restarts. Chances are that you've got infected with spyware, adware, viruses, worms, or trojans. In fact, in the worst case scenario you could have examples of each.
The above is fairly extreme, but if you're running an unprotected Windows PC (including XP SP2 - it's far from immune, although it's an improvement) then you are vulnerable to all of these types of attack, and if you've been on the web for any length of time I will almost gaurentee that at the very least you have tracking cookies, and probably worse. A recent study showed that an unpatched XP machine would last about 20 minutes on the internet before it was compromised. I'll cover protecting yourself on the next page - first, you need to check and clean your PC. If you have malware on your system before you try to protect it, the malware will most likely disable the protection and leave you back at square one.
The first step is to download some of the tools listed on the previous page. Get AdAware, Spybot, MS Anti Spyware, and AVG. If you want to save some time later, then download everything on the previous page and burn it to CD - that way you've got all the tools you need, ahead of time. When you're downloading, check the sites to see if you can download the latest definitions at the same time.
Install AVG, Spybot, AdAware and Anti Spyware. If you didn't download up to date definitions with the programs, the first thing to do is find the "Check for Updates" option in each one and run that, assuming you're connected to the internet. Once you've updated, get each one to do their thing. Have a look around the options in each, and set them up to do "full system" or "deep" scans. The scans will take longer but be more effective. There are plenty of tutorials out there on these programs if you need more information. Once they finish, you'll be presented with a summary of what they've found - these can be quite scary if you've never checked the system before and have been online for a long time. Remove anything that AVG finds - I've not yet known it to give a false positive.
The results from AdAware, SpyBot and Anti Spyware can be a little more ambiguous. Everything they find has the potential to be a risk, but some of them are useful features like lists of recently used documents. The programs will make a reasonably intelligent guess as to what to keep and what to remove, and they will all provide a description of each one as you click on it. You're pretty safe going with the suggestions that the programs offer, but you can get a feel for the kind of nasties that are out there if you look through the results. Also, some free software installs ad- or spyware as part of it's own installation, and won't work if this is removed. Kazaa (a peer-to-peer file sharing program) is alleged to install spyware, and Bearshare (another p2p program) installs an ad package. If you remove these components, you break the program. Basically when you're removing spy/ad ware you need to be aware of the consequences - my own view is that if something puts malware on my machine, I'll find an alternative, but if you have a piece of software that you absolutely cannot live without, you may have to keep some adware.
After the first scan, one or more of the scanners may tell you that you need to restart to complete the removal process. Don't ignore this - there are some bits of malware that just cannot be removed without a restart. If this happens then scan again after the restart. Keep restarting/scanning until everything you want gone is gone. Once this is done you should have a pretty clean machine. Unless....
If you're still having problems, then the chances are you have a real nasty. If it's CoolWebSearch, then it's time to get CWShredder into action. Run it. As already stated, I've (thankfully) never had to use it so I'm not familiar with it, but I'm told it's effective. Have a nose around on the page linked previously for it, there are links for how to use it and so on. If it isn't CWS (or, with some versions, even when it is), you need to fire up HijackThis!. Again, use the link on the previous page as a starting point - there are many sites out there with people who have far more knowledge than me who can help with getting rid of the really nasty stuff. Sorry if I seem to be being lazy here, but for the time being you're going to have to do some work yourself ;) I'll try to get some helpful links up at a later date, but right now I just want to get some (hopefully useful) information out there.
OK, with any luck you now have a nice, clean system. What you need to do now is stop it from happening again, and that's for the next page...