I got my first infection ever last week..
was something related to coolwebsearch called TROJ_1STBAR or similar..
I got rid of it using this
http://www.intermute.com/products/spysubtract.html
plus adaware...
After a bit of mucking around I worked out adaware needed to be run twice btw, if that helps... once to clear most stuff out.... then again immediately after a re-boot to clear out remnants it cant clear out until TSR type programs it removed have been stopped with a reboot.