Have you ever installed Bearshare, LimeWire, Kazaa, Grokster, Net2phone or BonziBuddy?
There is/was a trojan included with those installers.
You are infected with this trojan if you have either of these files:
C:\Windows\system\explorer.exe
- or -
C:\Windows\explorer\explorer.exe
Note that the C:\Windows\explorer.exe is OKAY to have
IF you have the first 2, then you need to clean your system of the specific trojan.
Grokster has a tool.
- rp