Define lag? Your PC lags or does the game lag?

In terms of spyware/malware, download programs such as Search and Destroy, Lavasoft Adware and Spyware doctor. Download all 3 of them and update the latest files then run a complete scan of your system.

Also you can download programs such as CCleaner to clear up any junk and goop in your PC.

For connection speed, you can try out several methods online (google search: increasing ADSL broadband speed) or download programs such as TCP Optimizer.

Don't forget to port forward the port number used by Warcraft 3 on your router as well.