Malware is software which isn’t classified as a virus (more info here) but can have a similar effect on a PC – slowing down, crashing, unexpected events. Malware often poses as legitimate software to try and deceive the user into installing it. Sometimes it installs automatically, trying to get the user to perform dangerous tasks. To try and remove it, download reputable software such as SpyBot, update it and run a full scan, preferably in safe mode.
Microsoft has also released early versions of their antispyware software, which is also useful. See more information on and download it from Microsoft Safety Scanner. If you’re running Windows XP, you should also update to Service Pack 3.