There are a lot of sites that can infect your computer with spyware.
Try looking into the CoolWebSearch spyware, it's something that hijacks your browser without your knowledge, just by visiting a webpage, or maybe just typing in the wrong url, and you could be infected.
Then there's the annoying dialer, that won't allow you to not install their crap.
There's also spyware, such as ads in a webpage, similar to the jpg vulnerability, these ads are stored in your cookie file, and have the ability to track your surfing history.
Another technique, involves the messenger service, that system admin's use. With the messenger service, technique, you don't have a choice, since there's only one option, and that's Ok.
Then there's another technique, that involves playing on your fears, while surfing the net, you see a pop-up telling you that, your computer might be infected, click Yes to install xyz application. No matter what you click on something gets installed.
Then there's people, who are just clicking yes to everything, and have no idea what they are installing.
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