Just downloaded Kapersky Internet Security 2010 and it says that I have a Trojan

Hi

What Windows version are you using and is it fully upto date with latest Service Pack? some older or even new updates to Windows files can cause a False Positive, BUT I would as you have started a thread in the malware forum here follow what DomLuc posted about the malware Read and Run Me, and attach the logs gained into the thread in malware and let our experts have a look.

It may well be a false positive, but also may not be as many malwares do infect dll's so also find the file and send it to Kaspersky Here and choose from the dropdown list False Positive.

Also make sure KIS, is udpated as they may have fixed this warning if it is indeed a false positive.

Dont remove this file until you are told its malware as its a very needed file for Windows to work, but is one most commonly flagged as a false positive.