The best way to protect your PC from spyware is to avoid installing the spyware in the first place. This means avoiding obvious sources of spyware, such as peer-to-peer file-sharing networks, which are known to install spyware as part of their normal software installation.
Once spyware is installed on your PC, you can remove it with a dedicated anti-spyware program. An anti-spyware program should be run in addition to your normal anti-virus program, since most anti-virus programs don't detect spyware.
Some anti-spyware programs run in the background, automatically scanning your system at designated intervals and guarding against new spyware installations. Other anti-spyware programs require you to scan your system manually for known spyware.