It's not always easy to tell if your computer has been infected with malware. If it is unusually slow, crashes or stops responding frequently, for example, these problems might be signs that your computer has been infected. Best thing is to run a suite of spyware specific protection and removal tools regularly. Create a folder on your desktop called "Computer Cleanup". Create a subfolder under that called Spyware Removal and after you install the following programs, copy shortcuts to the programs into the folder so you can keep track of what programs do what. Run these monthly or after visiting a suspicious site.
The Microsoft Malicious Software Removal Tool is an anti-malware utility that checks for specific, prevalent malicious software and helps remove malware and any other infections found. It is not comprehensive but it can find some of the most common threats. Note that it does not self update so you should redownload every month before you run it again.
The Microsoft Safety Scanner is a free tool helps remove viruses, spyware, and other malicious software. It works with your existing antivirus software. Run it as part of your maintenance routine. Note: The Microsoft Safety Scanner expires 10 days after being downloaded. To rerun a scan with the latest anti-malware definitions, download and run the Microsoft Safety Scanner again.
Spybot is the "must have" of the spyware removal tools. It has a comprehensive suite of protection and removal tools. Install the program with all the options it gives you. Updates are manual so always download all the updates every time you start the program. Run immunize to add a blacklist of naughty sites and programs to your system. Run scan to find anything bad installed on your machine. Run spybot on a regular schedule.
MalwareBytes is the best comprehensive virus and spyware blocking program I am aware of. Although there is a free version, the paid version of this product is necessary to fully protect your data if you do get a virus. The free version just checks your machine on demand but the paid version does a great job of stopping bad outgoing data viruses send home. If you do get some spyware, you will notice it actively blocking outgoing data. Before I secured my PC, I was once infected without even knowing it and only found out because MalwareBytes started blocking some outgoing data. I shudder to think what would have happened if my sensitive data was allowed to leave. So if you are unfortunate enough to get a virus that gets through all your protections, it will effectively block outgoing data and you will be so glad you followed this step.