Ways to Help Protect your Comp from Trojans and Etc:
1. Invest in a good virus scanner ( I recommend Norton, but someone might know a better one)
2. Don't download stuff you dont need, also included in this rule is dont open email attachments from people you don't know.
3. Check OS startup entries: (Registry, AutoExec, Startup Folder)
As mentioned you can use Sysedit, MsConfig, Regedit, etc
Here are a few places to look for suspious entries:
Places to look in the registry:
Places to look in the Win.INI:
normally these are left empty
Note: Check the AutoExec.bat for odd entries
Also as mentioned it prolly wouldnt be a bad idea to format your drive.
Good Luck I hope this helps alittle!