The hosts is usually located in c:\windows\system32\drivers\etc\
(as charliex mentioned) The file is called hosts with no extension. I would say that you need to run spybot
http://www.safer-networking.org/ and then you should run msconfig to check what is in your startup and try disabling some of the suspicious entries (if you are not sure about what programs are useful/useless in your startup, you can check websites like this one
http://www.answersthatwork.com/Taskl...s/tasklist.htm which will give you an idea of some of the programs in your startup or you can also try putting it into google for more info).
Most of the ime you get errors on windows startup about not being able to find a file from spyware or improperly removed software. This is usually solved by removing the offending entry in the startup.
Hope this helps.