nearly all anti virus programs only check for viruses and you need dedicated software for scanning for spyware etc.
A2 click here
Adaware click here
MS antispyware if on XP click here
Spybot click here
Use any of the above in any combination at least 2 are recommend. If you are on xp then I suggest at least 1 of them is MS antispyware.
Also what firewall are you using?
I use Avast for my antivirus click here it is free and updates most days if not twice a day sometimes. You really can't run a pc without a antivirus and firewall if connected to the net.