You do have a Trojan. Download and install
TrojanHunter and run it and click
Full Scan. Fix all the Trojans/Malwares it may show up.
But to fix it completely, we need HijackThis log. Do this:-
Run HijackThis, and click the button
Do a System scan only. After it scans the System, then click
Save Log button and give it a name and save it.
Then open the LOG file in
WordPad or
MS Word and not NotePad, and go to Edit Menu (or WordPad or MS Word), click
Select All and then click
Copy. Then paste it in your post.