Spyware is software that has been installed on your computer, usually without your consent, that monitors your actions and reports it to an outside company. Most spyware monitors your Web surfing—but some can record your every keystroke.

Adware is similar to spyware, but it is usually installed with your consent.  Weatherbug is one popular adware program.

A common nuisance with spyware and adware is it may generate pop-up advertising at any time based on keywords.  If you visit a web site then you may receive an advertisement of a competing website to try to lure you away from the original website.  If you receive unsolicited pop-up advertising of any kind, it is likely your computer has spyware. If your system starts to perform erratically or more slowly, it may be because of spyware.

Why does my pop-up blocker fail to block ads from spyware programs?
Pop-up blockers (such as the Google Toolbar) block advertisements only within the browser (Internet Explorer or Netscape) that you are using.  Your activities may be monitored by a spyware program. It may generate a pop-up advertisement that bypasses the pop-up blocker.  It is not currently possible for the Google Toolbar and other pop-up blockers to block spyware from submitting advertisements to your computer.