Spyware
You thought virus's could be insidious! That's nothing to what a spyware program can do. Not only can it record important information like your credit card, home address and contact numbers and record what websites you are most likely to visit. Causing ads to turn up when you access that site (not to be confused with pop-ups).
Tempting you to click on their link or download targeted toward items they know you are interested in. These downloads often have spyware software hidden among their files somewhere. Music downloads, file sharing and so forth can also have spyware hidden within them so take care and make sure you know what you are downloading. They can also change your computers configuration, changing your browser start up page, placing links on your toolbar you don't want.
There is all kinds of Anti-virus software out there, some of which are really spyware programs in disguise, getting rid of rival spyware programs and putting their own in it's place. For help in knowing which anti-spyware programs genuiely do what you want them too. try this site.