Well, even though we have no super proof, i am quite sure that it is a worm or something.
With microsoft AntiSpyware, you must find something.
When i do netstat in command prompt, i come up with a thing like this:
baym-cs212.msgr.hotmail.com:1863
Notice the hotmail.com bit.
Probably something to do with the default search engine of my Explorer, but i know that last time i did a check up on my comp, i had alot of spyware and cookies from something like screensavers.com