Slip - it's not so much a "virus" but code that exploits your system and is often called malware or spyware. I hate it too. AntiVirus doesn't always prevent it though some vendors like McAfee are incorporating some apps in their AV product.
You can also use proactive or reactive systems such as Spybot
http://www.safer-networking.org/ or Adaware htt;//lavasoft.de
Spybot will do a little better on the spy/malware but can be a little buggy (Read The Flippin Manual
) and AdAware does better with cookie tracking / and reg edits. But these, just like AV stuff, needs to be udates almost daily.
The good news, though not sure how much good will come of it, is that several of the big ISPa/Portals - MS, Yahoo, AOL, & Earthlink have banded together and are suing the biggest offenders