What web browser are you guys using, I never get any spyware warning on Firefox 3.5.5.
Also remember to keep you Flash updated to latest version, older versions might have vulnerabilities in particular versions of web browsers. Spyware can install itself via flash ads, so update to lastest! Go here - http://www.adobe.com/
Most importantly, if you are using Internet Explorer (IE), make sure to upgrade to the latest version (v8), which is itself a pain in the fucking butt - too many security dialogs. So really, IE user, do yourself a favor and use one of these instead:
Firefox - http://www.mozilla.com/en-US/firefox/
Google Chrome - http://www.google.com/chrome
Opera - http://www.opera.com/
Even Safari - http://www.apple.com/safari/