I'm guessing this is what you have:
http://www.sophos.com/virusinfo/analyses/trojsnifferi.html
1. Try rebooting in Safe mode and check for the offending key under :
HKLM\Software\Microsoft\Windows\CurrentVersion\RunServicesOnce
HKCU\Software\Microsoft\Windows\CurrentVersion\RunServicesOnce
HKLM\Software\Microsoft\Windows\CurrentVersion\RunServices
HKCU\Software\Microsoft\Windows\CurrentVersion\RunServices
HKLM\Software\Microsoft\Windows\CurrentVersion\Run
HKCU\Software\Microsoft\Windows\CurrentVersion\Run
HKLM\Software\Microsoft\Windows\CurrentVersion\RunOnce
HKCU\Software\Microsoft\Windows\CurrentVersion\RunOnce
HKLM\Software\Microsoft\Windows\CurrentVersion\RunOnceEx
HKLM\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer\Run
HKCU\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer\Run
HKLM\Software\Microsoft\Windows NT\CurrentVersion\Winlogon\Userinit
HKLM = HKEY_LOCAL_MACHINE
HKCU = HKEY_CURRENT_USER.
Delete the rogue entries (but be careful what you delete).
2. Alternatively, download Hijackthis and try fixing the entries under section "04:".
http://www.richardthelionhearted.com/~merijn/downloads.html
3. Try using an Anti-spyware tool like AdAware or Spybot S&D.