Quite a few companies do that now. More than most people think.
Grab adaware from
http://www.lavasoftusa.com/it will go thru your files and registry and tell you what spyware you have installed.
Theres also other sites that will tell you what certain files on your computer are, and what to look out for. I dont have them handy at the moment tho.
Another way you can protect yourself is setting up a good firewall. Only let certain things out, and keep an eye on any programs that want to 'phone home', as it were.