Thanks Suttonrog, hodnet2000 and pjbuk007 for your comments & suggestions.
Firstly, I think I'll ask a mod to move this to the technical board, as I think we have PC problems - apologies for involving RootsChat if the problem's ours! I'll also change the heading if I can.
General background - PC uses Windows XP, I normally browse in Firefox 3.0.1, have McAfee Security Center & update daily. I also use ccleaner at least daily on the "analyze & clean" section. As far as I know Windows Messenger isn't turned on (never been used on this PC as far as I know).
Yesterday after the ad encounters I did a McAfee scan - nothing. However I was having problems with the PC booting - it took several attempts. In the evening OH & I had a good look round & found a couple of things we didn't like - a new shortcut on the desktop & a new program. Both were removed & the boot problem seemed OK.
Today I got online initially OK - went to McAfee updates then checked e-mails, came offline & switched off. Later came on again & encountered the boot problem - eventually got online, read the RootsChat answers, posted the photo had a browse around, then saw that there were some Microsoft updates. As these won't download in Firefox I closed Firefox & opened IE (version 7 with SP2) & clicked on the link to go to the download site - kept getting "failed to connect" - I could get on to microsaft.com, but couldn't then link through to the updates.
I decided to take a break - did the cclean, closed down, switched off & left things alone for a while. When I tried later I had the same problems - took several goes to boot - I did try safe mode & system restore, but it was unable to restore to an earlier date etc. I then did another McAfee scan - result a trojan Generic Downloader.x which it qaurantined & I've got it to remove. I also tried to do an Ad-Aware scan - got all sorts of funnies which stopped it loading, so I've uninstalled it for safety, for the time being. However when I go online I still can't get on to the MS download site (in IE) & on FF or IE I can't access, for example uk.mcafee.com & many others. I'm also finding if I Google & then click on the search result I'm not going to that website, but to others - I can get the one I want by using the "cache" link.
Clearly there's still some problem - all thoughts & suggestions welcomed! Thanks everyone for your patience.