I'm sorry if this has been posted somewhere before, but I can't find it by searching or looking.

This annoying application has downloaded itself onto my computer, and although I have located the file, have no idea how to remove it, and it is a protected file. Help!

Thanks

Are you using these basic security programs?
(They're all free.)

a² free - a complementary product to antivirus software which is specialized in protection against harmful software. Antivirus software often features an inadequate protection against Trojans, Dialers and Spyware. a² fills this gap.
Ad-Aware - A good program similar to SpyBot S & D.
Spybot S&D - Detects and removes spyware, of different types, from your computer.
SpywareBlaster - A good program that prevents spyware from being installed on your computer in the first place. This program is always running in the background, protecting your computer. It prevents the installation of bad active X controls found in web pages.
SpywareGuard - A nice compliment to SpywareBlaster. This allows you the option to prevent downloads that contain bad active X controls.

If not, you need to. These programs, updated and used regularly, will do a lot to keep your computer clean of spyware, trojans, keyloggers, browser hijackers, etc...

Download them, update them, and then run them.

Important:
Please read this tutorial on Spybot S&D before using it. Spybot can do SERIOUS damage, if not used properly.

If that doesn't help, then:

Read How to post a HijackThis Log.
Please read, and follow, all directions carefully.

Then, run a log, and post it in the HJT forum, at this link. Do not, fix anything, yet.
A member, of the HJT Team, will help you out.
It may take a while to get a response, because the HJT Team are very busy. Please, be patient, these people are volunteers. They will help you out, as soon as possible.

NOTE:
Once you have made the post, please, DO NOT make another post in the HJT forum, until it has been responded to by a member of the HJT Team. The first thing they look for, when looking for logs to reply to, is 0 replies. If you make another post, there will be 1 reply. The team member, glancing over the replies, might assume someone is already helping you out, and will not respond. So, just make your post, and let it sit there, until a team member responds. This way you will be taken care of, in the most timely manner.