Another source of infection, if you just got a new computer, is the computer manufacturer itself. If you have a Hewlett Packard, Compaq or Dell computer, it probably came with a program called Backweb (or BackwebLite) already installed. This program records all of the internet sites that you visit and sends the information to various advertising groups so they can make a profile of you and send you ads for products that they think you might be interested in.
They say they are doing you a favor, because you are going to be bombarded by spam anyway, it might as well be something that you might actually want to buy.
You can (and should) delete it (Start->Settings->Control Panel->Add/Remove Programs).
Mathman