Malware is any type of malicious software which is usually disguised as a genuine software used by the attacker to install it in to a computer. The attacker then controls the computer. This controlled computer can now be used by the attacker for mass spamming or any other related activities.
Computer security problems which could occur due to malware:
1) Backdoor, zombie and botnets: Attacker creates a backdoor for bypassing the regular authenticated mechanisms and the owner of the computer might not know that the attacker has access to his computer. A computer which is controlled is known as the zombie and a collection of zombies is known as botnet.
2) Keylogger: Keylogger is a software which is installed to a zombie to record the keystrokes made by the owner of the computer. These keystrokes are then sent to the attacker. Attacker uses these keystrokes to generate sensitive information about the host computer.
3) Identity theft: Attacker uses keylogging and other information provided by the zombie for impersonating identity of the owner of the computer. This is known as identity theft.