Along with running a realtime spyware protection program like Microsofts Antispyware or Spybot (not adaware which by default has no realtime protection - you need to pay some cash to get it), ensure that your browser security settings are configured correctly - i cant stress how important this is as part of the solution when using IE.
If youve already had spyware on your PC, it is almost certain that these settings have been compromised (and i agree with Ankh, spyware realtime works best to prevent rather than cure an existing problem), what you need to do is go into internet security options and reset all the zones to their default setting (or tighter). Also download the restricted sites list from here
https://netfiles.uiuc.edu/ehowes/www/resource.htm#IESPYAD
follow the instructions and add in those sites to your restricted security zone.
Additionally, take time to build up your trusted sites list - dont just tone down the security level for the internet zone.
If you do the above, run a hardware firewall, use antivirus (with scheduled updates for you signatures and use windows updates then i (nearly) guarantee you trouble free computing, even if you do peruse those 'specialist' sites.
As a side note, microsoft's antispyware will soon be out of beta and they are expected to start charging for it in the near future.