Lovejoy, Hijack This is an excellent program, but, personally, I would recommend it to someone with more experience.
If you would like a very easy way to do a major scan for Trojans, you can use ewido for free. ewido can take quite awhile, and it uses lots of memory while it scans, so I suggest you call for the scan after you have finished using your computer for awhile.
It takes maybe 15 minutes on a small system; hours on a big one. I set it to scan mine when I go to bed.
ewido is not a substitute for other programs--it augments them. You can see a list at the ewido site, if you'd like to check its compatability with what you have.
If "what you have" is nothing, you need
-- MUST HAVE: a firewall (Windows XP has a default one that will do--I think it is really Avast! but I don't know for sure). A long-time free favourite is ZoneAlarm, which I have used for years. Other people have other favourites.
-- MUST HAVE: an antivirus program: I like AntiVir Personal. Everyone has his favourite. USE JUST ONE. I used Symantic (Norton) for years $$$ before I found AntiVir, which is free and, I think, better.
-- RECOMMENDED: a spyware killer. By far the best two are Spybot Search & Destroy, and Ad-Aware. You can use both, but one is fine. I like Spybot.
-- you can add Spyware Blaster to the list if you like.
Those are all in the "Protection" category. CCleaner is in the "Clean and Sweep" category. Of course, keeping your computer clean protects it to some extent, too.
You run these programs every few days (or every few hours, it seems, if you're doing a lot of computer work). Spybot has a so-called "Tea Timer" guard, and you'll see the word "guard" on others like AntiVir and ewido, too. A guard watches the computer all the time; a scan goes from head to tail when you ask it. Guards, however, use system resources and you might think they slow your system down too much--decide for yourself.
Firewalls like ZoneAlarm need only infrequent updating. Antivirus programs and spyware killers should be updated about once a week. Updating your antivirus program is crucial.
Hope that helps. For now, though, ewido will do the job very efficiently.
ewido is at http://www.ewido.net/en/