Download HijackThis 1.99.1 (http://www.merijn.org/files/hijackthis.zip)
Unzip the hijackthis.exe file to a folder you create named C:Program FilesHJT
Do NOT run Hijack This from the Desktop, a temp folder, or a sub-folder of C:Documents and Settings, or choose to run it directly from the ZIP file as your backups will not be safely stored.
Before running HijackThis: You must close each of the following: your web browser, e-mail client, instant messenger, and programs like notepad, wordpad, MS Word etc. And any other unnecessary running programs.
Run HijackThis and save your log file. Go to one of the free web hosting sites (geocities, angelfire, etc) and post the log as a text file (don't post the log here -- just the link to the text file).
This one's fairly new, so it might take a bit of work to get rid of it.