Yes. It is a very good practice to scan your computer with anti-spyware removal programs.
Althoughh many anti-virus softwares come with them, they are not perfect. Therefore, programs specific for spyware and malware are needed. However, there are many false spyware cleaning tools out there. Here's a page to look at...
http://www.spywarewarrior.com/rogue_anti-spyware.htm
I recommend Spybot - Search and Destroy. Easy to use and does not conflict with anti-virus software.
By the way, this is not antivirus software, so make sure you one (and only one)
The link to Spybot and other reputable software can be found on this site on this forum.
PC Safety and Security--What Do I Need?
I recommend you to read it entirely.
Hope this helped!!
wolski888