Seems that the term malware is causing confusion as the term itself covers a wide variety of malicious activity and is a contraction of the two words “malicious software”. It is generally used in the information security area to refer to software that is malicious in intent but does not cover unintentionally bad or faulty software.
There is a type of malware called spyware which is sometimes embedded in applications that appear useful but may have additional hidden functionality that gathers marketing information.
The SANS Ouch this month contains information describes it in more detail and provides some tips on ways to protect yourself.