Your computer is acting slower than usual: One of the most commonly noticed symptoms of spyware is that your computer may responding much slower than usual.

Your Internet connection appears slower than usual: Spyware can use significant computer memory resources. Multiple instances of spyware running at the same time can create “memory leaks,” which can give you the impression that your Internet connection is much slower than normal.

Advertisement pop-ups appear when you're not browsing the Web: Spyware can also serve you pop-up advertisements that appear while you are not surfing the Web--even if you don’t have a Web browser open.

Your homepage has changed, or keeps changing: Sometimes spyware will change your default homepage, or render your computer incapable of changing your homepage again.

Redirecting Web sites: Spyware can cause your browser to automatically redirect to different Web sites. This symptom is especially common with Internet search engines.
Search tool bars appear in your browser: You may notice that search bars appear directly in your browser. These bars, also known as plug-ins, can sometimes be installed by spyware programs.

Spyware software appears in menus: Another indication that spyware has been installed on your computer is when suspicious programs and folders appear in your Start menu, startup menu, or system tray.

Demit. I definitely have spyware on my PC.

The article also provided links to download free spyware scanners (for spyware removal):

Ad-aware

SpyBot Search & Destroy

and links to download free spyware prevention utilities (to help protect your computer):

SpywareBlaster

SpywareGuard

For more info, read this article or this audio-visual walkthrough.