I had that same problem yesterday whenever I tried to open up a couple of directories in sequence, would have that spyware message and it did not matter whether I said yes or no, IE would open up to some site(cancelled it immediately).Had been trying to download a compilor without using torrent in its various pieces and then...Ja blush blush....the crack to make it work. the crack was a what caused the stuff to happen. so used note book to look at all the gibberish in the crack and found source code in it? It seemed to do stuff to the registry and also looked like adware.
Anyway, tried to restore registry using last known good configuration on startup...did not work. What worked was that program system mechanic which I do legally own and using its restore registry function.(i had upgraded programs since its last registry backup but they all still work thankfully)