hatebreed2000, you are better off with a firewall or a firewall/local ids (Oh, program X wants to run this: alow?), like latest versions of tiny and kerio. Well, supposing it´s a trojan like netbus, you might run it and remove the pest later.. not that hard. Try running it monitored by a good firewall if you really need to. If it´s not a matter of life and death, save your patience and don´t run it . well, at least most of them are only a small nuisance to remove, if you are offline, of course. Try using a trojan scanner, like one suggested by shagdevil.
have fun. This reminds me I could do with an AV here.. hehe