I don't think trying to get all your stuff through newsgroups is the best way to go. What browser are you using?
If you want to stop worrying about spyware, I would use either Google Chrome, or use Firefox 3 and install the Ad-Block Plus extension:
https://addons.mozilla.org/en-US/firefox/addon/1865
And if you already have a spyware problem, try AdAware:
http://www.lavasoft.com/products/ad_aware_free.php