Computer: CPU gone?

That's right, I set it to yahoo.com, it sets itself back to blank but blank is actually some sort of website and a pop up comes on the screen saying I have spyware. I did a scan with both Spybot and Adware and removed all bad components.

I have Mozilla but I still want the IE problem fixed.

 

Here is what the site looks like that keeps restoring itself as my homepage:

 

<a HREF="http://www.computercops.biz/postx24263-0-30.html">Hijackthis - Spyware, Viruses, Worms, Trojans Oh My!</a>

After you installed the OS for the new computer, did you go ahead and install all of the latest Microsoft patches?

 

Yup, actually that's the very first thing I did, went to Microsoft Windows Update and downloaded all available updates.

 

Also, Mango. That link you give me looks really good but I couldn't figure out anything on it. I downloaded HiJack this and found nothing.

 

I downloaded that CWShredder and that seems to have fixed this bug. I hope so. How can I avoid it in the future?

 

I have both SpyBot and Adaware and they didn't take care of the problem. What is malware?

 

OK, there is something weird going on. When I open up My Computer my CD drive is not listed under Devices With Removable Storage section where it would normally be. Then I'll restart my computer and it will show but I cannot access anything on a CD in that drive and it will not run and programs on CDs. It's a pretty old drive, 3-4 years old and I was just using it until my DVD-RW drive arrives. My question: Is that a motherboard/OS issue or could it just be the drive?

Also, a HD I have in the computer is listed as a 20 GB drive on the label but my computer reads it only has 8 GB.

 

I keep doing a Panda Scan on my computer for viruses and for some reason this always comes up:

It's a Trojan Horse that resets my Start Page to a Search: page. Now the virus scan detected other viruses (2 others) but said those were disinfected but the Trojan Horse was just renamed. The damn thing keeps changing my start page, I mean not right away but eventually it goes back to the damn Search page. The things is always a .dll file too. What gives?