AdAware, all the way. It is great for removing existing stuff.
If you don't have one already, get a firewall for your desktop. I suggest Norton Internet Security (disclaimer, I'm in charge of QA for it) but Zone Alarm is also good. Stay away from programs like Black Ice Defender (which isn't actually a firewall, it's an IDS) unless you use it in conjunction with a firewall that doesn't have an IDS and make sure you've got good anti-virus that gets new definitions often.