I have and reccomend these three excellent and
free programs:
Spybot Search & Destroy 2.0
This scans and eliminates many spyware + adaware programs
Ad-aware 6.0
This also scans and eliminates many spyware + adaware programs, they have both free and non-free versions, I find the free version just fine.
Spywareblaster
This sets up memory-resident blocks to prevent much spyware from ever being installed in the first place.
Also - Don't forget to check for updates on all 3 programs once you download and run them and also periodcally from then.
If you want, I also reccomend the free
Google Toolbar to block pop-up ads and it has some other nifty search features.
For a firewall, I have one built-in with my router connected to my fiber-optic interenet line, so I can't reccomend any software firewall.