Out of these I've only used SpywareBlaster as I only use Internet Explorer when absolutely necessary. I normally use Mozilla Firebird which doesn't support ActiveX and thus prevents the installation of much spyware.
A firewall will prevent someone else from putting something onto your machine from a remote location without your knowledge (as a rule). It can only block remote traffic. Gator is more often than not installed through either allowing it to be installed through MS Internet Explorer or else it is part of another software package.
If you ever get to a site that requests your permission to load some component you will be asked a yes no question by MS IE. Barring its from some very trusted source just select no. This is how a lot of spyware gets installed as most users don't know what they are being asked to do but yes seems like the sensible answer.
For instance the download manager Getright used to have Gator bundled as part of it but I think they have since stopped that practice. So its most likely something thats installed on the machines in the network. Some common app.