Go here
http://www.lavasoftusa.com/software/adaware/
download the free version and install it. Run it and let it cleanup everything. You may find that it will want to reboot so that any running processes can be cleaned up.
Get yourself some decent virus software that automatically updates itself. I use and recommend Nortons, you pay for it but its worth it.
What version of windows are you using. Do you have firewall setup??