They do similar things, but have significant overlap; one will find and kill things the other won't.
If you're still having problems after that, get "HijackThis!", available FREE at www.download.com. Now, this program doesn't remove things for you; you install and run this program, and it generates a log file that you then post at one of the tech support areas. A volunteer tech will review your log and post a reply containing instructions on removal of various items identified in the log that have hijacked or are otherwise interfering with your control of your PC.
Where to post the resulting log:
http://www.spywareeliminator.com/forum/ (Registration and login required -- but it's free and they KNOW what're doing)
Read the FAQ, by all means...and Pay Attention to the many places where you are cautioned "Do Not Post Logs In This Forum!!!" They have a separate area in the forum called, appropriately enough, "Hijack This Posting" THAT'S where the logs should go...and ONLY There. Check back in a while (longer on holidays and weekends) until you see a response. You're not paying them, so be patient...someone WILL tell you what to do with the results of your log...and do ONLY what they say, observing any cautions they offer.
You might also consider buying PestPatrol, a very robust killer. :) It's about $50.
After all is said and done, be sure you have a good firewall in place. ZoneAlarm is a great one, and free.
Good luck!