Malicious software or "Malware" is a term used to describe viruses and spyware programs. As you already know these are not the types of program you should allow on your PC because of their malicious nature.
Cybe criminals now create appealing sites with hard to resist offers and free downloads with compelling stories and headlines to lure visitors and get them to follow links and download their malware, which is very easy especially for PCs without proper protection.
Computers that get infected with malware will typically display the following symptoms:
If you suspect your PC is infected with some type of malware due to strange behaviors or new pop ups or program files you never noticed before:
After you've cleaned up your system and there are no further infections, try and think about what you may have done to get this infection. Did you open an email from an unsolicited source? Do you currently run any type of peer to peer (P2P) file sharing software? These are typically laden with spyware. Did you install a piece of pirated software? Did you recently visit a site that contained questionable content or trades pirated software?
These are all the types of actions that put PC users in constant danger of being infected with trojan horses, backdoors, worms, viruses, spyware and other malware that cause an array of problems including the risk of financial loss and identity theft.
As a rule of thumb you should always avoid pirate sites, or opening spam email. Also always have antivirus and anti spyware running on your PC and keep them up to date. If your current antivirus has failed to detect an infection and your system was affected severly it may be time to change programs.