royroy, it will be good if you download, install, update and run AVG Antispyware. Some users recommend SUPERantispyware, Spyware Terminator and/or a-squared (take care about false positives).
If any infection is detected, better and safer is send the file to Quarantine than to simple delete than.

If you still detecting any strange behavior or even you’re sure you’re not clean, maybe it will be good to test your machine with anti-rootkit applications. I suggest AVG or Panda.

Also, if you still detecting strange behaviors or you want to be sure you’re clean, maybe making a HijackThis log to post here and, specially, scan and submit to on-line analysis the RunScanner log would help to identify the problem and the solution.