Besides AdAware and Spybot I run Mike Lin's StartUp Monitor and StartUp Control Panel to help me prevent and manage stuff that wants to load itself without my help.
http://www.mlin.net/
They work fine for me, and have identified a couple of unwanted self loaders and helped kill them. Startup Control Panel seems more complete and clearer than MSConfig, for that purpose. And Startup Monitor lets me know everytime something is registered to run at startup, and lets me decide yea or nay on whether it gets to do that.
But probably the most important thing I do, is what vass0922 suggests: I use Mozilla.
And I just tested both Mozilla and IE for the URL spoofing vulnerability, IE, fully patched, failed.
http://www.secunia.com/internet_expl...spoofing_test/
That's one way people end up on web pages they did not intend to go to, and catch nasty bugs they did not want to get.
Oh yeah... .hta is disabled here too, by "HTAstop.exe"