I personally only use Internet Explorer 6.0 for Vantage upon almost completely trusted ground. These sites happen to sometimes have somewhat more trouble with other browsers I normally use, like Mozilla Firefox. Then again, I pretty much barricaded my IE tight enough against the risks it is exposed to where I still use it.

Honestly, the best protection against Spyware is putting security to full, block all third-party cookies and putting a popup blocker on. The second best protection against Spyware is not being a retard and paying for your damn software appliances and give illegal sites, like those displaying cracks and serials, a very, very, very wide birth.