Maybe that actually is a programme that is protecting your computer?
You see in the bottom right of your screen?... those little icons? open them up, maybe you have a programme running there, look for something called "auto protect" or something... and close it, but it's prolly helping out your comp.
If not, prolly spyware, I've never had it before, also check your task manager too see if there is any dodgey programmes running, under your user name, don't do anything with the ones under "system."
For spyware, get this;
Spy SweeperBest damn spyware programme I ever used.
If your computers running slow do this (you might of already):
Start>programmes>accessories>system tools>disk cleanup, follow that...
Start>programmes>accessories>system tools>disk defragmenter.... This can take up too a few hours though.
If after that your computer is still running slow, hit me up on MSN, I have something that will make your PC run fast as hell and clear all the shit off of it!