If you have an anti-virus, make sure it has the latest virus definitions and run a scan with it in Safe Mode or Safe Mode with Networking. That often prevents malware from protecting itself. If you don’t have one, many people here swear by AVG (it’s free).
I suggest you also download Ad-Aware 2008 and Spybot S&D (they’re free), install them, update them and run them, again in Safe Mode.
Also, turn off System Restore to evict any copies of bad stuff that might be lurking there.
To get into Safe Mode or Safe Mode with Networking:
1. Log out and reboot your machine.
2. When the machine starts the reboot sequence, press the F8 key repeatedly.
3. Select Safe Mode or Safe Mode with Networking from the resulting menu.
4. Login. If the malware has changed your password, try logging in as Administrator. By default, Administrator has no password.
5. The machine will continue booting, but the Windows desktop will look different.
6. When you're finished doing what you need to do, log out and reboot back into normal mode.
Note that even if the anti-malware programs get rid of the malware, they may not be able to reverse the effects. Search the Web for possible fixes.
Update and run everything regularly, not just when you think you already have malware.
Good luck.