This is very, very disturbing. An article over at Eweek claims that the spyware called CoolWebSearch is actually a keylogger. A test by a spyware removal company found that the program is sending passwords, user names and bank account information to a server in Texas. The FBI has been notified, but the article does not state what action, if any, has been taken as of this date.
I sound like a broken record – Clean your computer of this stuff. The Internet is not always a pretty place. Take appropriate precautions and you will be fine, but if you don’t you can be in serious trouble.