Spyware is a pain in the ass. Some of it more so than others. The freeware in this tutorial is designed to remove stubborn spyware and if used improperly, may screw up your computer. The programs listed should only be used if Spybot Search and Destroy and AdAware do not clean your computer. Many of these programs are written by MERJIN and I thank him for all of his time and effort.
Jeff Atwood posted a good tutorial on how to use Process Explorer to kill processes (especially some that get loaded by Winlogon). I definately recommend you give it a read
Microsoft's new spyware scanner is just another tool to lock you into Microsoft's software. It can only restore Internet Explorer settings to point back to MSN as your home page, MSN Search as your default search engine, and Internet Explorer as your default browser. The feature that erases your history works primarily with Microsoft programs - skipping FireFox, Netscape, and Opera. Microsoft also uses the scanner to find illegally registered copies of Windows.
Windows Defender is offered for free from Microsoft. Free meaning you only get two "support incidents", which is when you call Microsoft for help and support. Please do not allow Microsoft to force you pay for defense against malware because the only reason malware exists is because of Microsoft not fixing their buggy software.
WinsockXP Fix will rebuild your internet connection if it becomes corrupted because of spyware. If you remove a piece of spyware and your internet stops working, simply run this program and reboot. I recommend downloading this program to a folder on your hard drive now so you will have it when you need it. It will be hard to download later when you can't get online! (I have also heard that this works with Windows 2000, although I have not tested this myself.)
Hijack This! is a great program that allows you to check settings in Windows and Internet Explorer that are commonly changed by spyware. Hijack This does not change anything itself, but it allows you to save and restore settings. You really have to know what you are doing for this program to be of any use to you. There are several forums available to post the log at so others can help you.
a-squared free and SUPERAntiSpyware Free are on-demand scanners that can detect many spyware, trojans, worms, rootkits, dialers and keyloggers that many other programs can't find. No one program will probably be able to detect all of the crap out there, so you really should use more than one anti-spyware program.
SpywareBlaster blocks ActiveX based spyware and prevents Internet Explorer from visiting certain spyware producing sites. I haven't found much reason to use this program if you are using Mozilla Firefox, but if you use Internet Explorer, you need this.
SpywareGuard is a real-time scanning tool that blocks many spyware programs from running in the first place and prevents changes to your system. This is similar in many ways to the TeaTimer function built into Spybot Search and Destroy.
BugOff is a tool that closes several exploits in Internet Explorer and Microsoft Outlook in order to prevent spyware infections. (Please note that when I disabled MSHTML, I could no longer run Windows Update manually though Internet Explorer).
CWShredder is a removal tool for the CoolWebSearch (aka CoolWwwSearch, YouFindAll, White-Pages.ws and a dozen other names) spyware infection.
Kill2Me is a removal tool for the Look2Me infection.
PCHell has some good tutorials for how to remove specific spyware infections.