#1 I would definitly hit "ctrl-alt-del" and see what's running in the backround.
#2 I would start the computer in safe mode and run full AV scan (making sure the AV has all updates).
#3 I would scan the computer with adaware and spybot.
#4 I'd run "startuplist.exe" and see what is loaded on startup (you can find it on the net).
#5 I'd run "Highjackthis" and find out what other critters are in my P.C.