The Ponemen institute released the results of their 2005 National Spyware Survey today.
Interestingly, 97% of the people who reported having found spyware on their machine did not remember seeing an end user license agreement (EULA) before the software was installed. Not surprising is the figure that 87% reported reduced productivity losses as a result of the installation.
If you suspect your machine is infested, best to run a detector like Spybot. And, keep it up to date.