I'd definately install one of those Ad Aware software
packages and have it removed. One of my personal
favorites is SpyBot, which is free, and will look for ad
software, spyware, and others. This, along with a virus
tool, has kept my PC pretty clean of late. My
compliments to the builder!
Whatever you choose though, you need to know a few
things. These software packages can remove more than you
want them to remove. For instance, I had mine remove
stuff, and it hauled out part of my ISP software, which
is just as well, since I now consider my ISP to be a
virus because of all the GARBAGE it loaded on my PC.
However, you need to be aware of that.
You also need to be cautious of what you allow to be run
on your PC. Don't say "yes" to all those prompts that
say "do you want to trust this?" and such. Most of them,
unless you KNOW the company it's coming from and KNOW you
want it, are garbage.
And beware of some of the famous packages, like Kazaa,
which are known to be full of tools like the one you're
describing.
Tom