Seriously it slows down your machine due to having to scan files. Best option is don't click on questionable links inside questionable popups on questionable websites. Especially ones that say 'Your computer is infected! Click here to clean it!'
If the above is not an option, I use Prevx on my friends' machines when they get spyware or viruses. It's the best, finds crap the others don't find.
Then I uninstall it ...