Awful Problem

I tried all of the things on the prompt to do first and nothing helped. Some of the stuff I couldn't do because of "insufficient memory". I scanned for viruses and I get an object "Trojan-Downloader.Win32.Adload.ph" in file "c:\windows\pwnbo.dll" which "Cannot be deleted or changed". The problems with normal operating procedure on my computer are when I open folders through windows explorer that ever 3 or so it says that I have a Trojan and the only way to get rid of it is to go to some website which prompts me to download a 'setup1.exe' file... which I have not because that is just plain dumb. If anyone could let me know what may be up with my computer it would be greatly appreciated I can post any log files just let me know what you need. Thanks.