Its short for Malcious Software and its a general term for software that damages computers. Virus's, spyware, adware etc. To protect ur comp get some spyware cleaners/removers like
-Ccleaner
http://www.ccleaner.com/ccdownload.asp
-S&D
http://www.safer-networking.org/en/download/index.html
-Adaware
http://www.lavasoftusa.com/software/adaware/
-Microsoft Anti Spyware Beta
http://www.microsoft.com/athome/security/spyware/software/default.mspx
Here is some anti virus programs
-Antivir Personal(free)
http://www.free-av.com/antivirclassic/av7beta.html
-AVG Anti Virus(free)
http://www.grisoft.com/doc/71/lng/us/tpl/tpl01
-Ediwo(does spyare to i think i dont use it but heard its good-free)
http://www.ewido.net/en/
-NOD32(one of the best but its not free, buy it from mots comp stores)
-Norton Anti-virus(i dont reccomend this, its a memory hog and its not thta great)
Download all of the anti-spyware ones, update them all the time if update available, run at least once a week more if u can manage.
Get one of the anit-virus programs, the free ones are pretty good but the NOD32 is pretty unbeatable but if u dont wanna buy the free ones are fine lots of ppl use them. If u r infected keep running these programs untill u dont get any bad results if you continue to get bad results then post here as its more seroiuis and u will need help. Also a few other tips to avoid getting infected with malware, avoid most p2p networks like Kazaa, limewire etc, if u do want a p2p network get Emule from here.
http://www.emule-project.net/home/perl/general.cgi?l=1
Also avoid visting a downloading from dodgy sites like porn sites, warez etc.
Also run antivirus on everything u donwload. You can do this usually by right clicking on a program and clicking scan with "nod32 etc".
Hope that helps