Some Windows infections can be quite difficult to clean, but majority of them can be resolved using pretty standard procedure:
First off all try to do a full computer scan with any exiting antivirus you may have. Unfortunately because it allowed infecting your computer in the first place there are not many chances this will succeed.
Download and install good anti-spyware. For example free Spybot - Search & Destroy. If you managed to install it, click on "Check for problems" to do full computer scan.
When scan finishes, select all infections and click "Fix Selected Problems". It may ask to do a restart and scan again in order to clean any locked files. Be patient, scans can take quite long time.
In some instances this will be sufficient to clean your computer, however some malware will prevent you from running, installing or even downloading security software. In this case download Spybot - Search & Destroy and save it on your desktop. If you can’t do even this, use another computer and save it to a USB flash drive or a CD disk.
Start Windows in Safe Mode. To do this shut down your computer, then start it and keep pressing F8 key until a menu similar to one below appears.
Select Safe Mode, press Enter and let computer to boot. Your desktop will look different, this is because only essential Windows services and drivers are loaded in Safe Mode. This also prevents vast majority of malware from starting automatically with Windows, which means it won’t be interfering with security software trying to do its job.
If you couldn’t install Spybot - Search & Destroy in step 2, install it now from desktop or an external USB flash drive. Ten run the scan as explained in step 2.
Restart your computer and make sure malware has been removed.
Run your normal antivirus software scan. If you don’t have any antivirus software or think it’s not adequate, download and install Microsoft Security Essentials. This is a good free antivirus from Microsoft. Be aware it will not work on pirated or illegal versions of Windows. Another free alternative to MS Security Essentials is AVG Free
If you are replacing an existing antivirus, make sure you remove it before installing Microsoft Security Essentials or AVG Free.
These steps will help to clean majority of malware, however some particularly nasty infections may not give up easily. In this case try searching online for instructions to remove your particular type of malware.
Alternatively, backup your important data, format hard drive and reinstall Windows. In some cases re-installing Windows is the quickest and most reliable cure, especially if computer was badly infected with large number of different malware.