Sounds like you have been infected with a worm.
To successfully remove worms I recommend you get yourself a good free anti-virus program. I use the free home edition from
http://www.avast.com. Do a full scan and I mean a FULL SCAN. this may take a long time, but it is worth it. Avast also comes with a P2P and E-Mail scanner.
Also boot into safemode and run an adware tool such as adware 6.0, Hitman Pro or Spybot: Search & Destroy.
Also go into HKEY_LOCAL_MACHINE\SOFTWARE\MICROSOFT\WINDOWS\CURR ENT VERSION\RUN and remove any suspect programs. Do the same for HKEY_CURRENT_USER\SOFTWARE\MICROSOFT\WINDOWS\CURRE NT VERSION\RUN. Or you could run msconfig and have a look through that.
The best way to see whats running is to look at the running processes via the task manager (CTRL-ALT-DEL), but you will need some knowledge of running services beforehand.