There is no program name only this icon on my tool bar.

Some type of malicious code is running in the background.

What operating system are you running? I will assume windows. If so, Open IE go to tools, Internet options, click on the 'Advanced' tab. Under browsing uncheck "Enable third-party browser extensions" (requires restart) hit apply, then ok and close the program and reboot PC.

Also I believe there is someone else attacking my computer because i have received messages. Please help cause I am computer clueless!
Do you have a firewall? If so, check the logs. Also, if you run a version of Windows NT you should also check the event viewer.What type of messages? Email messages? IM messages? or messages that just appear on your system like someone is messing around with you (example I can open your cdrom drive) <--messages like that? Need more information.