HijackThis is a powerful tool that'll help you analyze your system if it's been infected by malware you can't remove with programs like Ad-Aware. HijackThis examines your registry and hard drive and creates a list of their contents in a log file that can be saved as a text file, so you can identify and remove the malware piece by piece. It's highly rated by Download.com users and seems to be a helpful last resort.
WARNING: In most cases, the items listed in the HijackThis log are perfectly fine and should not be touched. You can (and probably will) do serious damage unless you know what you're doing. If you don't know what you're doing, get help analyzing your log file, either from an online tool or from one of the many HijackThis forums. Proceed with care.