Don't worry, it's a myth. Back in 1993 a columnist for PC Professional named Lisa Holst decided to prove that you could make up anything on the internet and people would believe it.
She did this by making up a set of facts that were utterly ridiculous, the spider myth among them, which itself was taken from a collection of insect folklore that dates back to the 1950s, and emailing her findings around the world.
I've heard that it is a myth and i've heard that it isn't a myth. >:[
It is definitely a myth. At least if you're discussing the popular "you swallow 8 spiders a year" story.
I just laugh things like this off, so I don't actually have bad days. Sorry for the boringness.