So, your first step is to download those files and install them. When you install AdAware, the last step is going to ask if you want to get the latest updates (you do). Once you install AdAware, your first inclination is to run it. Not so fast, my friend. Let's install SpyBot.
Spybot will bring up this crazy wizard thing at the end. The most important part of this install is the latest updates and the immunization. You'll want to do that stuff too.
Go ahead and print out the Monthly maintenance text file. You'll need to refer to it.