Recently a trojan that promotes anti-spyware and anti-virus programs showed up on my system. Neither AVG, Spybot S&D or Ad-Aware could find it. Finally, I downloaded a specific free trojan remover based on one message I got that seems to have taken care of it. AVG did discover a separate Trojan-downloader the next day.
I suspect the first trojan may have snuck in with one of these free recent game downloads I blogged about so a note of caution is in order.