Good point Rover.

You might also want to look in your registry under run for applications that startup automatically, yet look sketchy.

You can do that by going to:

Start > Run. Type "regedit" without the quotes and hit enter.

Go to HKEY_LOCAL_MACHINE > Software > Microsoft > Windows > Current Version > Run

Delete any entries that are obviously not belonging there.

I'd run SPYBOT first though.