hmm... keep in mind i don't use windows regularly here, but when I'm trying to help someone else get rid of that crap, I figure out what it's called (pull up the task manager, look for suspicious apps, if you've got one you know is it, kill it, to see if the bar goes away). then I'd hit up google or
http://securityresponse.symantec.com and search for a tool to get rid of it. Also worth trying are adaware by lavasoft, and spybot search and destroy. both are spyware removal tools.
Careful what you install online!!