Sounds like something's got infected on your machine, Neil.

Go to http://housecall.trendmicro.com - it's an online virus checker. Any local virus checker should be considered ineffective until you've run that - many viruses can and will affect local virus checkers.

Everybody - there's some top virus-protection tips that every windows user should follow...

NEVER use a local admin user - keep the admin users for when you need them, and use a "limited" user for all the day-to-day stuff.
ALWAYS use a good (AVG, Avira are both good and free) antivirus, NOT Norton or McAfee - they're both overpriced and abysmal.
If you're on Broadband, ALWAYS use an external hardware firewall/router - don't just plug one of those horrible USB modems straight in to your machine.
Run something like Spybot to keep a watch for malware trying to install itself. http://www.safer-networking.org/
ALWAYS make sure Windows Update runs and installs automatically.

There's also a couple of "You don't HAVE to, but you'd be very well advised to..."
Don't use Internet Explorer. If software was cars, I'll give you three guesses which 2cv specialists IE would have come from. Use Firefox instead.
Same for Outlook Express - use Thunderbird instead. Both those can be downloaded - free - from http://www.mozilla.com/
It's also very worth not using the default Windows messenger - Trillian is good, and supports all the main IM networks, including MSN, within one single program, simultaneously. Trillian's free and can be downloaded from http://www.ceruleanstudios.com/