Getting rid of Adware
Some free software also installs other software, that is designed to display advertising on your computer. This is called adware. Usually, the intent of such adware is kept hidden, and you're not asked for consent to the real purpose of it. The added advertising to your computer is usually quite annoying.
Zango is one of the most well-known adware brands. If you don't want adware on your computer, at least avoid anything that carries the name Zango.
Removing adware from your computer
There are various software tools that are specifically designed to remove such malicious software from your computer. In fact, you need such tools, as adware is usually hard to remove in the usual way (through the Windows control panel). Anti-virus software may also remove some adware.
Ad-aware from Lavasoft has free and paid versions.
Spybot S&D is another well-known anti-spyware package.
Usually adware and spyware removal software will consider cookies that are used to track your behavior on the web for advertising purposes as a threat. However, the worst that can happen, is that webpages you visit will have advertising that is targeted to your interests. These ads are, in fact, easily removed from webpages.