There are steps you can take to help keep your PC free of spyware:

Be careful about what you download
Do not download or open files attached to email you receive if they come from someone you do not know, or if you have any doubts as to their source.
For software you download from the web, read the documentation or End User Licence Agreement to see if any third-party software is included in the download.
Remember - if in doubt, don't download it!