We all know that Microsoft Windows is a completely broken, lacking OS (if you didn't, well now you know too). Leaving an unprotected machine on the 'net for more than 10 minutes, will usually get it infected with all sorts of viruses, malware and spyware. The best option is just to remove Windows from your computer, and install Linux.
However, if you really have to run Windows to play those games, here's some tips & tricks on how to clean up spy ware, by Jeff Atwood. The best applications he suggests, are: Process Explorer, which is a more power full tool than the standard Task Manager. And Autoruns which lists everything which is started OS startup or login (shocking how much crap there is).
Both tools are from Sysinternals, which is a company fully owned by Microsoft. Their site contains more handy utilities for Windows.