I recently got a trojan from one of those pop-up boxes on the screen. If I was careful, I might have been able to avoid it, but I had to spend hours finding a cure instead. There was no mention of it (bsw.exe) on the antivirus sites - just on the antispyware forums. That's where I heard about "Hijack This" (HJT). After browsing those forums for feedback on my HJT diagnosis, I got rid of those scurvy dawgs.
At that time, I also picked up the Crap Cleaner (CCleaner). It digs deep to remove spyware, and scours your history for Windows, Win Media Player, IE, and Firefox etc. It also reads your registry, warns you of any issues, and fixes them individually or all at once. For Windows 98, it fixed my hokey boot up, constant crashes, and unhijacked one of my Admin Tools (Folder Options). It saved me from reinstalling Win98!
I'm eventually going to put Linux on my box for web browsing - especially in light of this ransomware business.
edit: I picked up the Trojan using IE6 on WinXP Pro. I'm now a Firefox convert.