I bet you use Internet Explorer to browse the internet. It's the reason for most of the spyware since the malware writers are too familiar with it.
" Some of the really sleazy parasites, particularly homepage-hijackers and diallers, execute by exploiting security holes in Internet Explorer, ways of getting code to run that are not supposed to be possible, but are due to mistakes in the browser code." and more...
http://www.doxdesk.com/parasite/
If you really want to cut down on the items coming in, just use Firefox or Mozilla when you can.
Bob
I have been on DSL for some time, and I have been using a linksys 4-port router, as a firewall and occasional home netwoking use(sometimes my friends/family will drop by and plug in to browse the web). I was wondering if there some settings that may help tighten the security on my computer, or by just using the DSL, am I open to spyware, etc.
I have Ad-Aware SE and other programs installed, but it still seems like a lot of spyware gets thru.

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic