Grab Spybot and Ad-Aware, and run both of them. Between them they catch most of the nasties out there. Get hold of a decent anti-virus as well, and let it loose over everything.

Unfortuantly the nastier trojans use rootkit tricks to hide themselves, and the only way to be completely sure you've nailed one is to treat it as a full system compromise and reformat the disk, change all your passwords, and redownload any and all programs you've downloaded. There is no other way to guarantee that it's gone.