Certain types of spyware, called Trojan Horses or backdoor Trojans, are
known to be added to certain "free" offers for anti-spyware programs. There
is a great deal of talk about this in discussion groups about browser
redirection. (Look at Adware and Browser Issues - below - to see what such
a spyware program can do.) Once the program is downloaded, installed and
run, it reveals itself as an advertisement. Removing the program will not
remove the Trojan.

In relentless pursuit for anti-spyware solutions, I do remember downloading
such a program a few days ago, and it was probably one of the four removed
by a program called Fixwareout - look it up in Google.
Wareout
KillNClean
SpyMarshal
UnspyPC
The name SpyMarshal rings a bell.
My computer had both of the symptoms listed below.

Adware:
Adware is so invasive that it can at times annoy the user. It is often
installed unknowingly and generally results in pop-up and/or pop-under ads.
It can also embed links into web pages the user visits that are not part of
the original code for the website.

Browser Issues
Spyware is known to alter your default home page and "search engine
hijacking" (redirect your search engine). Other times, it will install an
unnecessary web browser toolbar. The worst symptom is pop-up and pop-under
windows that randomly or constantly appear.