I always thought of adware as something that actually runs on your computer in order to download some kind of advertising. And to my knowledge, none of those applications run on the Mac and cannot be installed without specific approval. So, while Mac users could obviously be infected by adware, they would do so by entering in their password and downloading the application and thus breaking the security model. XP however can be 'infected' because of the ActiveX protocol without a user's knowledge, at least until BonziBuddy starts yammering at them.
Spyware uses the same central paradigm and so do many of the attacks on IE, the problem with Windows is design, the wrapping of IE and Active X into the deepest parts of the OS while leaving in legacy ports and undocumented systems. XP has a flawed design, and those flaws are exploited daily.