If you must use Internet Explorer here is something that you can do to limit the amount of spy ware you get from pages:
Go to Tools: internet options. Select the privacy tab. Click the advanced button. Click the override automatic cookie handling. And select prompt for first and third party cookies.
When you visit a page you will get a notification about every cookie that tries to access you machine. You can block, accept, black all, or accept all. It may seem a little annoying at first but as you start blocking all the number of cookie notices that you will receive will drop dramatically. More importantly by blocking them you will prevent spyware from gaining access to your PC. After I started doing this when I would scan my system with Ad-aware I only find 1 or two compared to the 20 I used to find.