Adware
Adware is software which automatically plays, displays, or downloads advertising material to a computer after the software is installed on it or while the application is being used.

Malware
A combination of the words "malicious" and "software".  This term encompasses all forms of software that mean to do harm to you.

Spyware

Spyware is any software that aids in gathering information about a person or organization without their knowledge.

Trojan
A Trojan horse is a malicious program that is disguised as or embedded within legitimate software.

Virus
A program that can copy itself and infect a computer without permission or knowledge of the user.