intruder in home system 8.2 prof

Recently I notice a large increase in spam related to recent transactions I've made. I ordered pharmaceuticals on line and now get increased spam from thos type of business. I inquired about credit card fraud and get spam. Could this mean there is some kind of binary running in my system which sends information about my activities. I've heard about something called spyware. I believe my system has some kind of suse 8.2 supplied software firewall but don't know where or how to configure it. How would I find and remove any such unwanted intruder?