On the whole Anti Virus software does a bad job of removing spyware.
(I'm going to assume that you are using XP even tho' you didn't mention.
Most of these steps will work with any Operating System)
Here's some simple steps for you to take.
1/ Remove temp files and other rubbish form your system, either with inbuilt Disc Clean up or
CCleaner.
(Disc clean up; open my computer > right click your C: drive > properties > Disc clean up button on general tab. Let it run and select everything)
2/ To make sure everything is running fine also run both anti virus and anti spyware apps (make sure that they are updated first ;)) (
AVG is good and free AV)
(A couple of good Spyware removal tools are
Spybot and
Adaware)
ALso an on line virus and spyware scanner is
Trend Housecall
Hope all this lot helps;)