The following are the different types of spyware:

Malware - a general term for any program that makes changes (does malicious or "bad" things) without your express permission but does not replicate itself.
Adware - programs designed specifically to deliver unrequested advertising such as pop-ups
Stealware - specific spyware designed to capture clicks or Web-site referral credits
Browser hijacker - a malicious program that becomes deeply embedded in your browser's code and core functionality