Please take the following steps and let us know whether they help:
1) update Windows via Windows Update--do an Express scan and apply all
critical patches.
Then do step 1 again until no further patches are offered.
2) Be sure that your antivirus application has up to date definitions.
Once it is up to date, scan your entire system with it.
If you don't have an antivirus application which can receive updates, please
use an online scanner such as the one at
http://safety.live.com
3) If you are running Windows XP, download Windows Defender from
http://www.microsoft.com/defender
Install it, and once it updates its definitions, scan your system as you did
with the antivirus application.
4) Consider also installing secunia's PSI beta application, if this is a
personal machine
http://secunia.com/vulnerability_scanning/personal/
Let this scan your system, and use the automatic fix buttons to patch
third-party programs that it detects as needing security updates.
It is quite possible that these steps won't deal with what is already in
place, but they should go a long way to preventing recurrence--so let us
know after step 3 how it is going?