Malware is a catchall term for a wide range of software designed with malicious intentions, including:
There are a number of free programs available that anyone can use to scan for and remove malware infections on personal PCs. Here is a list of recommended removal programs:
Preferably, you should scan with more than one program, as they are not perfect -- one may detect and remove items that others missed! By running weekly preventative scans, you can ensure your computer remains malware-free. Each program has accompanying documentation. Be sure to consult this documentation carefully prior to running scans.