What is your firewall ?
It should be capable of blocking unauthorised outbound Internet Connections.

If you haven’t already got this software (freeware), download, install, update and run it, preferably in safe mode.

  1. AVG anti-spyware (formerly Ewido). Or SUPERantispyware. Or Spyware Terminator

These are anti-spyware that are more likely to detect the possible trojan spambot, etc. on your system.

The HiJackThis is a good analysis tool to show what is running on your system.