Google Chrome users can type about:plugins in their address bar to see what plug-ins need updating, although users of most browsers can visit Mozilla's Plugin Check for a similar list. Internet Explorer users can also click the settings icon and select Manage Add-Ons.
Second, make sure that your antivirus software is up-to-date. The Spotify attack used known malware that should have been caught by most antivirus programs.
An additional solution will definitely block such attacks but it's one that's ethically questionable: Installing ad-blocking software. But bear in mind that sites like PCWorld are paid for by the money that comes in from advertising. It really is as simple as that. Looking at adverts is part of the deal of accessing commercial Web sites.
Spotify is an interesting case because the adverts were contained within its own program window, and not a browser. Therefore they wouldn't have been affected by most ad blocking plug-ins.
It's possible to manually edit the hosts file of your computer (located at C:\system32\drivers\etc\hosts) on your computer to map all advertising Web servers to the localhost address (127.0.0.1). This will mean any attempts to fetch ads by software will hit a brick wall.
For example, if ads were coming from http://ads.example.com, you could add a line like this to the bottom of the hosts file.
To see what network connections are being made by a program to ad servers, you can use the TCPView program, offered free from Microsoft. But be warned that editing your hosts file is a pretty hard-core bit of hacking, and you should definitely make backups. Additionally, programs like Spotify serve ads from the same URL as they supply their streaming data, or use direct IP addresses, which are hard to block.
Alternatively, you could use proxy software like Privoxy. This invisibly sits between your Net connection and software, stripping out any objectionable content for any program that accesses the Internet. This includes but is not limited to adverts. However, using any kind of proxy software might cause problems for your firewall, and you might find some programs simply refuse to work correctly with a proxy.