Click below to see a short video (less than 3 minutes) from Microsoft that gives simple information on what spyware is and how you can avoid it (please be patient as the page may take a few seconds to load).

http://www.microsoft.com/athome/security/spyware/video1.mspx

The following article, again from Microsoft, explains 5 steps to avoid spyware.

Read 'How to prevent spyware' on the Microsoft website