Malware is the single largest source of problems for students (and faculty!) who bring their machines to us for repair.
Spyware, rootkits, and trojans are waiting to infect your system. While you can never completely protect yourself, we strongly encourage preventitive maintenance. Using these utilities regularly will go a long way towards keeping your system clean.
Also, please check for updates to your operating system and any software you have on your machine. Quite often, those updates plug security holes which spyware and malware can exploit in order to infect your machine.
If you notice strange behavior, don't be afraid to ask for help. Generally, the longer you wait, the more difficult malware is to remove.