Thanks for all your advice, everyone. I'll give your suggestions a try, and let you know how it goes. I wish I knew where this file came from, so I could put up a warning about it, but this computer is used by the whole family, so it could have come from virtually anywhere. As for the version of Windows I use, it's Windows 98SE.
I'll look at getting another Virus scanner...I've been meaning to do so anyways. The version of Zone Alarm I have is up to date (whatever the latest free version is), but I may try another of the firewalls...I've heard good things about Outpost.
I've also heard a few good things about SpyBot Search and Destroy. I'll download that one as well, and see if it finds anything.
Anyways, thanks again for the suggestions, and I'll let you know how it goes.