I found this on Schneier's blog and it's a very interesting read from one of the people who's responsible for taking advantage of people with adware.

One of the funniest parts was this:

I should probably first speak about how adware works. Most adware targets Internet Explorer (IE) users because obviously they're the biggest share of the market. In addition, they tend to be the less-savvy chunk of the market. If you're using IE, then either you don't care or you don't know about all the vulnerabilities that IE has.

Are you using Firefox yet?