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Lesson: you are only as safe as the programs you pay for. ---------------
Not necessarily. There are some good free adware / spyware programs out there. (Adaware & Spybot S&D to name two)
There's nothing wrong with Spysweeper, it's a good program and maybe for non tech-savvy folks it would be a good choice. Personally I prefer freeware & open-source solutions.
Also, just switching to Firefox/Mozilla (free) makes you much less likely to be a victim of browser hijackings and other script-kiddie maladies.