How can my system get infected from spyware?

Unlike Virus and other self-replicating software, spyware usually
bundles itself with other software and gets installed with it. It is
important to note that spyware doesn't usually install automatically. A
number of websites lure visitors to download a set of FREE goodies to
make their system look better, like screensavers, wallpapers,
smiley’s, messenger avatars etc. Although most of them ask
during installation if you want to install any 'additional toolbar' or
'change your browser home page', it is ignored for the want of other
'FREE' benefits.