what are thay?

Question

smartshopper;
casalemedia;
advertising.com
avenue a. Inc
they were always checked by spy bot, even I do fix them every time

Answer 1

Those can be tricky to remove and you may have other malware reinstalling them. Here's a description of the removal process someone else had to go through:
http://forums.spybot.info/archive/index.php/t-11266.html
Download hijackthis, run it in Safe Mode, and post the log on a forum like the Spybot one, Castlecops, tomcoyote, or email me the log and I'll give you further advice.