Until recently, ad-aware and spybot could only prevent actual infestation in a limited way, and were more a removal tool than a preventative measure.
However that has changed since the release of SPYBOT 1.3, which I recommend that everyone that uses the product updates to, as it now has a genuine blocker in the form of Teatimer, and is operational from boot.
It uses very few resources and prevents 1161 potential nasties from infecting your PC