Awww poor spider.... it probably fell in whilst looking over the side and can't now get out... please drape either a towel or some loo roll down the side of the bath, so that it can get away.... honest dustypuss, it will be far more scared of you than you could ever be of it ! If you want to remove it asap, then get hold of a plastic beaker or mug (something lightweight anyway, a little tub will do), place it over the spider and gently and slowly slide a piece of thin card underneath. Then when the card appears on the other side of the tub/mug, lift it off the bath and put it down outside, on its side so that the spider can scuttle away. Please don't throw it out of a window or the spider will get hurt when it reaches the ground.
The reason you keep finding them in your bath is cos the bath sides are too slippery for it to get out. Please be gentle with it.