It's a worm...
The best thing you can do is use the Microsoft Malicious Software Scanner. It's located in the system32 folder on XP - I don't know about other OS' though but I would imagine it's the same...
Open your system32 folder and type "MRT" in on your keyboard, a little application will open up - click "Full Scan"...
This is a Microsoft application which comes with OS installation and is the best scanner I've found yet that searches for W32 viruses/worms and stuff (and in fact the only scanner than ONLY searches for them programs)
But; this scanner takes HOURS to scan your PC so I would do it overnight and have a look in the morning. Even if the bar is filling up, it doesn't mean that the scan is nearly done. Trust me on that.
If MRT doesn't work for you then Spybot S&D MIGHT work but I don't think it would...
OR, you could use ;
housecall.trendmicro.com )
It's an online scanner.
If these don't work for you, you might have to change some registry settings.
Hope it helps.