What is malware?
Malware, or malicious software, is designed specifically to damage your machine or interrupt the normal computing environment. A trojan horse, worm or virus could be classified as malware. Some advertising software can be malicious by trying to re-install itself after you have removed it.
What is adware?
Adware is software that displays advertisements. This does not mean that any software that provides advertisements or tracks your on-line activities is adware. For example, you may install a free ad-supported version of software, and you "pay" for the service by agreeing to receive targeted advertisements. If you understand the terms and agree to them, you may have decided that it is a fair tradeoff. You may also have agreed to let the company track your online activities to determine which advertisements to show you. To avoid installing adware if you do not wish to "pay" for the service by receiving targeted advertisements, we recommend that you carefully read the software’s Terms of Use and End User License Agreement.
What is spyware?
Spyware is software that is capable of performing certain operations on your computer without your consent, such as displaying advertisements, collecting your personal information, or changing the configuration of your computer.
Other types of unwanted software can alter your computer with results ranging from minor annoyances to causing your computer to slow down or crash. These programs have the ability to change your Web browser's home page or search page, or add additional components to your browser you may not need or want. These programs also make it very difficult for you to change your settings back to the way you originally had them. These types of unwanted programs are often labeled as spyware.
What is a worm?
A worm is a virus-like program that spreads automatically to other computers by distributing itself via email or other means. A worm spreads itself by attacking other machines and copying itself to the affected machine. Both worms and viruses are self-replicating codes that travel from machine to machine by various means. Both worms and viruses have, as their first objective, merely propagation. Both can be destructive, depending on what payload, if any, they have been given. There are some differences in that worms may replace files, but do not insert themselves into files, while viruses insert themselves into files, but do not replace them.
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From Iobit :-
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