Within the world of malware there are a couple of infections which seem to develop new variants very quickly. The type which seem to be the fastest, with new variants uncovered daily are of the 'bot' variety. These include but are not limited to backdoors, proxies, password stealers, downloaders\droppers and spambots.
Their names can strike fear in the hearts and minds of IT professionals all across the world not to mention make a home user nearly passout. Hacker Defender, InfoStealer, Rustock are but to name a few.
These can in many cases be cleaned up, tho to be honest, wiping the drive and reformatting to reinstall Windows is probably the best advice. If you have one of these then you'll be needing to use a specialized tool called SDFix, by Andy Manchesta.
Do not attempt to clean any bots on your own. These can require some specific registry fixes even before you begin cleaning, not to mention many bots are coded to prevent running of removal tools. Instead first install and run HijackThis! and post the resultant log into my Countermeasures: Extraction Hlep forum and I'll assist in removal.