The SahAgent - First Post<- nOOb geek

I am not a trained in computers, I am just a simple adolescent that enjoys playing PC games on a shared family computer. Recently my eyes have opened to the fact that my computer possesses many spyware programs. I have been in the process of going through the Windows Task Manager/Processes, and ever file name, that doesn't have SYSTEM under User Name, I have searched on Google and if I find out that it is spyware or another type of unnecessary file, then I find out how to get rid of it.
After eradicating a few spyware programs I have run into a dilemma. The SahAgent.exe or the ShopAthomeSelect Agent program is giving me a fight. When I tried to simply Remove it in Control Panel's Add/Remove, I was given a warning that I must be fully connect to the net, and if I was to press 'OK.' After pressing OK nothing happened leading me to believe that something like that should be expected when dealing with spyware. Frustrated, I read more about it I find that it is a Winsock 2 Layered Service Provider, meaning if a just delete it I could have some dire consequences.
Any suggestions?