goto
www.majorgeeks.com, and then download:
Cwshredder
Ad aware SE (second edition)
Spybot S&D (Search, and Destroy) ver 1.4
hijackthis!
then goto
www.grisoft.com download avg, an awesome FREE AV scanner
www.zonelabs.com download zonealarm, learn to use it. This is helpful, because malware cannot connect to the internet, without first getting permission from zonealarm, they call it "program control"
www.ewido.net download ewido, anti-trojan, spyware.
I used to use Symantec AV corporate ver 8. I have decided to go with avg, because it is a better prog. It actually caught a virus that symantec missed.
Install those last three progs, plus spybot, and ad aware. Update all of them. Then disconnect your internet connection. run them ALL (update them individually first), run cwshredder, and hijackthis!. Save a log file, and post it here. also I like a prog called killbox, I have used it for some spyware infections succesfully.
Also if your copy of windows isn't bootleg, then download Microsoft Anti-spyware beta. It is one of the few progs, the misinformation has made well. Get rid of Crapmantec, and go with the avg. Then reconnect your internet connection, and let us know how it went.
If you still can't change your desktop, then put your original windows cd in, and goto the run dialog box (hold down the window key, and hit R) then type in sfc.exe, and hit enter. That should replace your explorer.exe file if portions of it were overwritten by malware.