- When you start your computer, or when your computer has been idle for many minutes, your Internet browser opens to display Web site advertisements.
- When you use your browser to view Web sites, other instances of your browser open to display Web site advertisements.
- Your Web browser's home page unexpectedly changes.
- Web pages are unexpectedly added to your Favorites folder.
- New toolbars are unexpectedly added to your Web browser.
- You cannot start a program.
- When you click a link in a program, the link does not work.
- Your Web browser suddenly closes or stops responding.
- It takes a much longer time to start or to resume your computer.
- Components of Windows or other programs no longer work."
Unexplained computer behavior may be caused by deceptive software microsoft.com
Infections happen by downloading software which has a spyware program (or sometimes programs) bundled with it, commonly games, some peer-to-peer networks and music players.
Another common method is drive by downloads, where a website downloads spyware to your computer without your express consent, either by exploiting lax security settings, or by using dialogue boxes which are dishonestly labelled or won't go away until you click 'yes'.
(If you have XP SP2, in Internet Explorer web sites cannot install software without your express consent , and even a few warnings about how it's probably not a good idea to allow this unless you are really sure you trust the site.)
Methods and Effects of Spyware benedelman.org (PDF)