Adware
Adware is a program designed to deliver adverts to your desktop, ether while you are surfing the internet, or using an application that is associated with the adware program. Very often shareware applications are distributed with adware programs, to display adverts untill you buy the full version of the application. While some adware is legitimate software - it displays adverts in order to fund the further development of it's associated application, many adware programs are installed without a user's knowledge and collect information about the user which they pass on to third parties. This type of adware is very closely related to spyware.
While your anti- virus software can proberbly seek out Adware and spyware, it's still a good idea to get a standalone program to deal with the problem.
Adware software