Is there ANY information in the loading bar that would help identify what is trying to load/install?
Have you looked in Add/Remove programs to see if the spy whatever has installed? If it's just a scanner, it may not be an installed program, but it won't hurt to look. Usually these types of things don't install themselves just for a scan-they then try to hook you into buying it by using scare tactics telling you that your system is infected and the only way to cure it is to purchase their program.
You could also go to start/run, type in msconfig. Startup tab-look at the checked entries, there might be something there that tells you what the program name is.
Since you are not sure what the program is, and since as Hamluis mentioned, a lot of those types of programs are malware themselves, I suggest you do the following:
Read the information
HERE:Preparation Guide For Use Before Posting A Hijackthis Loghttp://www.bleepingcomputer.com/forums/t/34773/preparation-guide-for-use-before-using-malware-removal-tools-and-requesting-help/
Prior to posting a HJT log, we ask that you please read and follow all instructions in the pinned topic titled Preparation Guide For Use Before Posting A Hijackthis Log. Following the steps in this Guide will allow the HJT Team to quickly help you with specific fixes for what may remain on your system.
Please complete all the steps in the Guide. If you have performed some of them already, then just continue with the next. If you can't perform a step, then skip it and continue with the next. The last step will include downloading and using the most current version of HijackThis if the first line of your log does not appear as follows:
Logfile of Trend Micro HijackThis v2.0.2
Please note that it is important that HijackThis be run and a log created while in normal mode. If you run it and create your log while in safe mode, you will be asked to redo it again properly. When you have completed those steps, start a new topic in the HijackThis Logs and Malware Removal forum as directed in the Guide to post a new log.
The log should be posted in
HijackThis Logs and Malware Removalhttp://www.bleepingcomputer.com/forums/f/22/virus-trojan-spyware-and-malware-removal-logs/
Please DO NOT post your log to this topic, or post a log in the wrong forum.
Once that is done, a Member of the HJT Team will analyze your log and assist you with step by step instructions to clean your computer or otherwise advise what needs to be done.
Thanks for your cooperation and good luck.
The BC Staff