The first order of business is, of course, to get some weapons in your arsenal. We wouldn't want to wander into this battle unarmed, now would we? For starters, go and download Lavasoft's AdAware-SE Personal. Once the install file is downloaded, run it.
Just let the Ad-Aware installer use all of its default settings up until the end. When it hits the final install page, uncheck 'Perform a full system scan now' as well as 'Open the help file now'. Be sure to leave 'Update definition file now' checked, and click Finish. AdAware should then immediately run, check for an update, and download it. After that is finished, just to make sure it really did update, click the 'check for updates now' link right above the start button on the bottom right of the program. If everything went smoothly you should be greeted with this screen:
Ok now, this is going to throw you for a loop most likely. Close the program. We're done with it for now.
The next step is to install and update Spybot: Search and Destroy. Follow the link provided and grab Spybot. Once again, save it somewhere handy and run it once the download is complete. Same as last time, use the default settings for everything and just click all the way through it. (Although I usually deselect the 'Additional Languages' and 'Skins to change appearance' options)
The first time Spybot runs it will pop up the following warning:
Check the box shown above and click OK. What the program is saying is that if you remove the advertising software from your machine then some other programs (file sharing programs like Kazaa) may stop functioning. The reason for this is Kazaa and others make their money from the spyware they bundle with the application, so if you remove it they no longer allow the program to run. Don't sweat it, you can always find alternatives to the 'dirty' apps.
The next thing it will pop up is an option to create a registry backup. Go ahead and do this if you feel so inclined. I prefer to just manually make a system restore point myself. After you've clicked next through that screen another dialog will come up with a button that says 'Search for updates' click this. It'll connect to the servers, find the updates that are available, and then add the button 'Download all available updates' to the same dialog box that is open. Go ahead and click that, and then wait while it updates the definitions as well as other parts of the program. Once updated, Spybot will restart. Following its restart, close it. Yep. We're still in the prep phase.
Time for the final, and most useful tool in the group: HijackThis. No installation is necessary with HijackThis*, just download and unzip it. (Assuming you downloaded a ZIP)