Anti-spyware spread by spyware
There are many, many reports of anti-spyware programs appearing on user's desktops (link to screenshot), sometimes actually hijacking the desktop and replacing the wallpaper, when the user has no idea how they got there or where they came from. Programs known for this behavior are listed on the Rogue/Suspect Anti-Spyware Products & Sites page, authored and updated by spyware expert Eric Howes.