Most likely because some of your friends got infected - then you will get more spammed than otherwise.
It could also be because you have one of those email-addresses that the netsky-virus automatic ...
BullGuard is AD-FREE!! Any commercial popups you get are most likely from Kazaa, if you have that installed. That's also where you get that annoying PerfectNav thingy in your explorer...
Probably it has moved it to your "suspected-folder" - try looking in "C:\Program Files\BullGuard\Suspect" or the likes...
What does your BG say when it pops up with the suspected file? Try clickin ...
Never ever ever ever ever ever ever reply to a spam-mail or click a link in it. It only helps the spammers to know that you got the mail.
shift-delete, reload-pumpgun, aim-at-spammers, shoot-to-kil ...