You may want to check your Add/Remove programs and Google anything you don't recognize.
You may have picked up the malware by just visiting a site. Using Firefox with NoScript addon is the best protection from drivebys. Other than that, almost all malware requires some user action to get on your computer. Others exploit vulnerabilites in programs and OS's. Make sure that your Java, Adobe flash, Windows, Adobe Reader, and Quicktime are updated.
Hopefully, you caught the malware in time. It is always a good idea to use other programs to confirm that.
Remove temporary files, logs, cookies, etc. by using Ccleaner. Do not use "Advanced Settings" or the "Issues" button. Use only the default settings. http://www.ccleaner.com/
Once you are clean, you should flush the existing "restore points" as some are infected. Instructions for doing that (if you need them) are in the link below.http://www.bleepingcomputer.com/tutorials/windows-xp-system-restore-guide/