That person is an idiot
1. You don't even register Spybot because it's freeware and
2. You can double check your logs for file locations (as I've had to do for stubborn files that AA and SB won't delete) and look for them yourselfs and then delete them from there.
To the best of my knowledge, most adware and spyware programs are only on the surface, i.e. delete the files and your problem is gone, as opposed to viruses and trojans, where you actually need to get in deep to the registry and elsewhere
One of many reasons why I use Linux most of the time.
But if you want to stick with Windows, then like ITDZ said, one of the first major steps towards prevention is to get a 3rd party browser like Opera or Mozilla (I use Mozilla on both Windows and Linux) where they keep a better eye on cookies than IE, plus they have built in popup blockers, always a plus