An example which I learned about the other day follows..  Please read this information and why removing spyware is necessary!!!!
 
"I was cleaning out the "unerase files" that Norton Anti-Virus holds when I happened to look through them. I found a number of jpg files in the list. They were named something like "2003-7-2_1-5-45.jpg," a record of a date and time. I traced the folder to WINDOWS/system32/data. In it were more files like this. One was created EXACTLY every five minutes. They also have a thumbnail version. When I viewed them, I was shocked. There was a perfect screenshot of my computer at that time! What if I have credit card numbers or a private email on the screen at that time? Anyone with the right hack could find these files and exploit them! Is this something that Microsoft is doing to keep an eye out? My virus software can find nothing. Please, let the readers know if it is a security issue."  
 
Looks like someone installed a very malicious spyware program on this user's computer. These kinds of screen capture spy applications are very effective for capturing credit card information, user names, document and file system data, and email reconnaissance information. There's a good chance that the program is sending these screen shots to someone "out there" for review. That's why it's so important to have a good spyware and scumware blocking application.