This is most likely a partially failed spyware installation.

Run "MSCONFIG" and see what dll is loaded into the startup. It probably does not belong there and more than likely can be removed.

Clean all cookies, temp folders (C:\Documents and Settings\Username\Local Settings\Temp) as well as Temporary Internet Files as these folders can host nasties from the Internet.

Download and update the free version of SUPERAntispyware before running it.

The cleanup done above should eliminate any false positives, so anything revealed can be considered as real threats.

Good luck.