This is a good one (just a wrapper for a lot of free spywarescanners)
http://www.hitmanpro.nl/

Sorry, couldn't find an english page for it.

Taskinfo is great for monitoring processes:
http://www.iarsn.com/taskinfo.html

Oh, and maybe try firefox next time instead of internet explorer, altough it won't protect you from clicking yes to installing:
http://www.mozilla.org/