1 other thing that has not been mentioned is to turn off your restore function prior to virus, ad, spyware scanning. If these things are imbedded in your restore files they will just keep reappearing. This of course only applies to Windows Me-XP machines. Service Pack 2 will be out shortly and it has its own built-in pop-up blocker and a lot of security enhancements that seems to thwart a lot of these malware from getting on your system.
Some of the machines I have fixed have only been fixed when the restore is turned off so please if you are having a problem that keeps coming back, consider doing this.
jeff