In addition to spyware, there are other kinds of invasive programs that can make your computing life miserable, so it's worth it to take a moment to define a few terms:
Malware: Short for malicious software, malware is a catch-all phrase used to define any program that runs on a computer without the user's knowledge and performs predetermined functions that cause harm. In that sense, spyware can also be malware.
Adware: Similar to spyware and malware, in that it resides on a computer without the user's knowledge, adware specifically refers to programs that display pop-up advertisements. The subject matter of the ads is often based on surfing habits, but may also be tied to a specific advertiser.
Virus: As the name implies, a virus is a program that is designed to spread itself among files on a single computer or computers on a network -- usually the Internet. Often, crackers (hackers with malicious intent) create these programs just to see how far they will spread. Unfortunately, even a supposedly harmless virus can have a serious effect on processing and network operations.
Worm: Similar to a virus, a worm spreads itself around a network. Worms, however, do so by making copies of themselves as they spread. They also may be capable of changing their profile to avoid detection.
Trojan: Like the infamous horse of Greek mythology, the computer version takes on the appearance of something benign, such as an update or add-on to an actual program. Once on your computer, it may perform harmful functions such as erasing your hard disk or deleting all your image files. Like spyware, a Trojan may also gather information and send it to the developer.
Cookie: While cookies aren't really malware, they can be used in similar ways. Cookies are small data files used by Web sites to store information on your computer. For example, a shopping site may want to identify items you've looked at, but not purchased, or store data on current purchases until you head for the checkout. A less scrupulous site, however, may decide to look through your cookies for personal information, such as recent sites you have visited.