Don't believe everything that pops up in your web browser. Those "spyware detected" and similar messages that appear on specific web pages on top of the actual content are ads. Even worse, some of those ads actually install spyware when you click on them, if you have not taken appropriate steps to protect your computer. Unfortunately many web sites pay the bills by accepting this sort of completely unethical advertising.
Spyware is a very real problem, and if you have not taken appropriate steps it is quite likely that you do need to clean up your system. The good news is that there are 100% free software packages that really do clean up spyware, and you can protect yourself from future attacks by using Windows Update regularly.