First of all get an anti spyware program like SPYBOT. It's absolutely free and you can get it in this web site: http://www.safer-networking.org/en/mirrors/index.html.
After you've installed the program (it's very easy) run SPYBOT and follow the indications, basically doing a back up of your registry, updating the spyware data base and immunizing the system (the program does that for you). After that you can proceed to check and fix the problems. Sometimes the system has something that Spybot can't get rid of it because it's residing in the memory so it will ask you to
restart your computer. Just follow the steps. If you want to be sure that everything is working in order what you can do is start your computer in safe mode: for Win XP:
Restart the computer. Some computers have a progress bar that refers to the word BIOS. Others may not let you know what is happening. As soon as the BIOS loads, begin tapping the F8 key on your
keyboard. Do so until the Windows Advanced Options menu appears. If you begin tapping the F8 key too soon, some computers display a "keyboard error" message. If this happens, restart the computer and try again. Using the arrow keys on the keyboard, select Safe mode and then press Enter.
To use the F8 key to start Windows 98/Me in Safe mode: Restart the computer. As the computer restarts, press and hold down the F8 key until the Windows 98/Me Startup menu appears. When the Windows 98 (or Me) Startup Menu appears, select Safe Mode and press Enter. Windows starts in Safe mode. (This can take several minutes.) After that you can run again Spybot and check once more. I hope this can help you, there are many other programs that work in a similar way, but I recommend this one because I've tested with good results.
BASIC TIPS TO NOT GET INFECTED WITH MALWARE:
Get all the Critical Updates recommended for your operating system and IE. The first defense against infection is a properly patched OS. DO THIS AT LEAST ONCE A MONTH.
NEVER add any WEB SITE to your Trusted Sites Zone.
MAKE SURE YOU HAVE A GOOD ANTIVIRUS.
GET a FIREWALL
And, of course, get an ANTI SPYWARE PROGRAM TO PREVENT AND SCAN YOUR SYSTEM.