It's a free world! So rest assured, someone will try to take advantage of it. Spam, unwanted advertising, and worst of all pests which monitor your browsing habits. Most of the time you don't even know they are there!
Here are some useful tools to keep your system clean, and protect your privacy
A free tool to check all mail before downloading. Delete or bounce unwanted mail
Ad-Aware My personal favourite
Snapfiles.com A usefull site with free spam controls