My wife’s laptop contracted the antivirus 2009 spyware. This is a pain to get rid of – there are some good and thorough instructions on the windowsxp/vista blog about how to remove it.
HOWEVER I followed these instructions and found that there is a gateway to let the virus in through the MSN interface when you right click and try to get to your inbox, it takes you to a webpage (that the web browser tells you is bad – but some people may ignore this warning!) and then re-installs the software.
To combat this uninstall MSN messenger and then reinstall it – and you should be good to go. Please leave a comment if you have found any other solutions / gateways left by this annoyance!