If you ever had programs unexpectedly installing on your system, popping up advertisements, saying voice advertisements or playing music, changing (hijacking) your home page (or start page), modifying your search results, displaying search results when you hit a 404 file not found page, dialing out, and so on, your system has probably been compromised by some spyware, adware, trojan, hijacker or dialer.
Loosely speaking, when this page refers to spyware, it means some program that has been installed on your system that reports something back to the software writer (or website that installed it) - whether it be websites you visit or your activities on the computer or the like. Adware means a program that displays advertisements on your computer; and I don't mean the usual advertisements you see on web pages that you visit: adware pop-up advertising windows (or in some cases, say some voice message) on your system are not generated by the websites you happen to visit. Dialers are programs that get installed on your system and try to dial up to some telephone line somewhere, sometimes incurring you expensive phone bills. Keyloggers record the keystrokes you type on your computer (some are more sophisticated in capturing screen shots, etc), and either log them or report them to the person who installed them.
This page lists some sites and software that you can use to detect such spyware, adware, trojans, hijackers, dialers, keyloggers and what-have-you on your computer. Some of them will also remove them, and others when installed and