ok, here I go....

1) Always scan ur pc with antispyware whenever you have visit those web sites with a lot of pop up.
2) Do not install any suspicious downloader, because most of the downloader come with keylogger, which means it will record all you key stroke from your keyboard, and there ya go with your password....
3) And my last word, try scan your pc with http://housecall.trendmicro.com/ once per month, it's free and it will scan your pc for virus n spyware. end opinion always help a lot in understand your pc better.

ps: spyware forum is too long, so I am lazy to read it, but for all of forumer, I am using ad-aware.