It may be best to clean up the bug before you install a virus and a firewall program.
We can have a look at it if you wish...
Please download
HijackThis. It will create a directory folder for you in C\Program files. Run a scan and save the log file. Post the whole log file here. Do not fix anything since most of them listed there are harmless (some are system required). This program will help determine what,if any, spyware/malware is on your computer.