First of all you need to make sure that you are only running one firewall. Multiple firewalls can cause serious conflicts with each other. You should make sure that you disable the Windows Firewall.
Second, make sure that you have an active Anti-Virus program.
Here is a link to some freeware replacements to commercial anti-malware products:Freeware Replacements...
This link includes freeware AV programs, Anti-Spyware programs, and Firewalls. I highly recommend AVG as a free AV program if it turns out you need one. It is easy to download and is very effective.
Netspy is definitely malware, which indicates that you have a malware infection. The following link provides information from Symantec about this particular infection and also includes removal instructions.Netspy Info
If this doesn't solve your problem then I suggest the following:
Post a HijackThis log in the HJT Logs and Analysis Forum. Here is a link to that Forum: HJT Forum
Please follow the preparation directions and try not to alter your system until you receive help from one of our HJT Team Members. The preparation directions are found at the following link:Prep Guide for Posting HJT LogsPlease note: Do not try to fix any problems with HJT yourself. This is an advanced tool and requires expert analysis.
I hope this helps you out!