Audiogalaxy = spyware.
In fact, most of the file sharing programs install spyware software on your computer. The newer versions of some of them have supposedly removed the spyware components, but I still don't trust 'em.
I've heard Morpheus is safe. But I know for sure that programs such as Kazaa, Grokster, LimeWire, Net2Phone and Audiogalaxy install trojan horse spyware programs.
If you want to be sure you're not running any of these spyware programs, download adaware at
http://www.adaware.com
Or just don't use any of those fucking file sharing pieces of shit.