Spyware infection! Not a virus!
I recommend that you install:
Spybot-Search & Destroy http://www.spybot.com/en/download/index.html
SpywareBlaster
http://www.javacoolsoftware.com/spywareblaster.html
These two (2) applications have proven their worth in spyware protection; and best of all they're both free and signature updated regularly. SpyBot will search and destroy malwares already installed in your computer. Spyblaster will block malware installation while you are browsing the net using IE, Firefox and other browsers.
If you are using Windows XP, try System Restore first by picking a Restore Point PRIOR to this incident. System Restore will replace the system's applications and *.dlls supplanted by the malware. To open System Restore click Start>>All Programs>>Accessories>>System Tools>>System Restore. Or view this article for more information on how to go about System Restore: http://www.microsoft.com/windowsxp/using/helpandsupport/learnmore/systemrestore.mspx
If the System Restore fails, do the following:
1. Update your antivirus and antispyware definition databases.
2. Disable your System Restore, clean up all Temporary and Recycle Bins. Use ATF-Cleaner from http://www.atribune.org , or use CCleaner from http://www.majorgeeks.com/CCleaner_Portable_d5735.html
3. Boot to Safe Mode, [To Boot to Safe Mode: reboot computer, press F8, choose Safe Mode, login as default Administrator] then run your anti-virus. Clean/Quarantine when necessary.
4. In Safe Mode, also scan for spyware, or malwares using Spybot-Search & Destroy http://www.spybot.com/en/download/index.html
Also try HijackThis! http://www.download.com/Trend-Micro-HijackThis/3000-8022_4-10227353.html
or http://majorgeeks.com/download3155.html
Once installed, click on "Do a system scan only" but if you want a log, click on the first button "Do a system scan and save a logfile" When the scan is finished, look for lines which have {file is missing} or {missing file}, especially .dll. Click to check box, the click "Fix checked".
For CCleaner
http://www.majorgeeks.com/CCleaner_Portable_d5735.html
This is a portable version, just extract, then click on CCleaner.exe. Click on Registry which should bring you to Registry Integrity. Click on Registry Integrity which would remove all the checkmarks for the selection below, then select "Missing Shared DLLs, Application, Application Paths, Installer, Obsolete Software" Then click on "Scan for Issues" button below. This should clear up the non-existent direct link libraries.
Click Tools, then under the Programs to Remove, choose the program, click "Run Uninstaller" at the right
You should run both antivirus and antispyware in Safe Mode. Running only anti-virus application will not necessarily protect you from spywares or malwares; and the vice versa is also true. So to be on the safe side, RUN BOTH.
CCleaner doesn't delete viruses and spywares, it only cleans the system of registry entries no longer active or found in the physical directory. So no amount of running CCleaner a thousand times, it will just return the same status, and what you are only cleaning are traces of MRUs, and recent document links.
Be sure that you have enabled your Firewall. If this same computer is used for purchases, a firewall should be turned on.
For a first breach of malware, no need to cancel credit cards, but if your card billings are enormously large unlike before after this malware attack then that's the time to cancel them. Better yet, report in writing to the credit card bank that your computer have been attacked by malware, so that they would also be aware for any eventuality, such as fraudalent use of your CC account or something.