Adware and Spyware
Adware usualy runs as a seperate program, outside of any software it was bundled with. It's typicaly used by the author to generate advertising revenue from ads it places on your computer. Ads will display, regardless if you are using the software it was origionaly bundled with. It's usualy not as harmfull as spyware, or malware.
Spyware is a general term for a program that surreptitiously monitors your actions. Software companies have been known to use spyware which is continuously "calling home", using your Internet connection and reports statistical data to the "mothership". While according to the privacy policies of the companies, there will be no sensitive or identifying data collected from your system and you shall remain anonymous.
Removal of some adware, spyware, or malware, violates software agrements you make when you install the software. You will need to review the licence agreement to gather more clues. Not all adware is disclosed, or disclosed in the same way in a licence agreement. This goes for Spyware as well.
Additional information about these topics were discovered at the following websites. (not to be exaustive or difinitive)
Google's Search for Adware Spyware and related sites
Top downloads for Adware and Spyware removal tools
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