trojan lop bu

we keep getting message virus threat and the screen switches from hotmail and
automaticly opens messanger when logging onto hotmail or messanger, i have
got up to date agv spyware,agv virus protection and agv rootkit none of
these stop the message from comming up on the same night there was a
messanger download placed on my desk top, FILE msnmsgr.exe and msvs are these
safe????i have not opened these becouse, you know why.Apart from these
problems my xp edition is running fast and fine.Spyware found tracking
cookies and removed them. Do i have a trojon on my system, if so how do i
remove
thanx in advance