Yes Spyware's creators are resourceful. Detecting and deleting spyware requires additional software. Fortunately there is always a savior around. Just search and you shall find. The simple solution of checking a freeware to be sure that it is not hiding a spyware before download and installing it.
Many utilities are available.
However this is a static solution. A free, non-advertiser sponsored product called OPTtOut here available from Gibson Research Corporation, will identify several programs considered to be spyware. OPTOut scans your hard drive and give you the opportunity to remove spyware or monitor their activities in and out your system. These cookies may find their way easily into your system when you are surfing. Even if you have a firewall installed.