Malware is a term that describes a broader set of malicious software. This includes viruses, worms, and Trojan horses. These types of programs are usually made to attempt to disable or cripple computers. Malware can also act as Spyware.
Spam and Phishing are two types or email scams. Spam is typically a mass mailing of unwanted advertisements and messages. Phishing involves sending an email that appears to be from a reputable source. These emails typically want you to verify your account info so that they can get your personal information willingly from you. These emails usually have a link to click on that takes you to a website that looks just like the website of the company they are masquerading as. The best thing for you to do is never click on links that come in your email unless you are certain you know who it is from and to delete it from your mail.
Spyware is a type of program that is used to collect information about users of a computer. Spyware is often used to collect a user’s internet activity as well as your usernames and passwords, credit card information, social security numbers, files you saved on your computer, etc. Often Spyware is installed by the computer user as “Free Software” such as screensavers, free music downloads, or file sharing applications. Spyware may also be downloaded to your computer automatically if you are using a web browser with a known security hole that has not been patched.