What is Spyware?
Spyware is a broad category of malicious software intended to intercept or take partial control of a computer's operation without the user's informed consent. While the term taken literally suggests software that surreptitiously monitors the user, it has come to refer more broadly to software that subverts the computer's operation for the benefit of a third party.
 

What is Malware?
Malware – short for malicious software – refers to any malicious or unexpected program or code such as viruses, Trojans, and droppers. Not all malicious programs or codes are viruses. Viruses, however, occupy a majority of all known malware to date including worms. The other major types of malware are Trojans, droppers, and kits.
Due to the many facets of malicious code or a malicious program, referring to it as malware helps to avoid confusion. For example, a virus that also has Trojan-like capabilities can be called malware.
 

What is a Trojan?
A Trojan is malware that performs unexpected or unauthorized, often malicious, actions. The main difference between a Trojan and a virus is the inability to replicate. Trojans cause damage, unexpected system behavior, and compromise the security of systems, but do not replicate. If it replicates, then it should be classified as a virus.
A Trojan, coined from Greek mythology's Trojan horse, typically comes in good packaging but has some hidden malicious intent within its code. When a Trojan is executed users will likely experience unwanted system problems in operation, and sometimes loss of valuable data.
 

What is a Rogue Dialler?
Rogue diallers embed themselves in a user's computer and change the internet connection settings so that instead of connecting through your usual internet service provider, you’re dialling up through a premium-rate line which is often located abroad.