Hello, I ran the hijack this log on my pc, and found this

O4- HKLM\....\RunServices: [compliant]erxjayxnm.exe

Is this a worm ?

Thanks

That file doesn't show up on Google. That means it is probably malware. Here is two programs you can use to try and get rid of it.
http://www.ewido.net/en/download/
http://housecall.trendmicro.com/

If you still have problems after you can post a Hijack This log.
Be sure to follow the instructions in the link below before posting:
http://www.bleepingcomputer.com/forums/topic34773.html

I would also scan the file using the kaspersky online scanner:

http://www.kaspersky.com/scanforvirus

It tends to be updated faster than any other scanner out there imho.