Download a free virus scanner first off: http://www.sophos.com/ they have a free fully functional trial with all the definitions. After you do that, I recommend running Ad-aware as well to look for spyware/malware. Sometimes these programs will connect to their "owners" to transferr data. You can get that free here: http://www.lavasoftusa.com/
Finally, if you dont have a firewall already, get one. I cant even imagine what i'd do without mine. I get attacked at LEAST once every few hours. This is especially true with broadband connections.

Good luck!