Spyware is software that sends information from the user's computer without their knowledge whenever the computer connects to the Internet. Usually the information sent is benign in nature, mostly concerned with general marketing information (ie., spending habits) rather than specific information like credit card numbers, although some programs are capable of retrieving specific information as well.
The problem with Spyware lies in the fact that this information is transmitted without informed consent. Additionally, Spyware programs are sometimes poorly written, containing bugs and causing the computer to malfunction. Spyware does not respect your privacy.

If you are bothered with this, then removing adware from your computer might be a consideration. Remove Adware&Spyware