Or you could hit the reset button to reboot if your not savvy using task manager.
Unluckily for users of Windows, its design includes a thing called "the registry". People talk about it in hushed tones, sometimes using mumbo-jumbo phrases that they picked up on forums. In fact the registry is a simple kind of text database (essentially name:value pairs) which stores all manner of settings, snippets of information and whatnot. A sort of computerized broom cupboard if you will. It's almost always a mess.
One of the myriad things that you can do with the registry is tell your computer to start a program at boot time, without the user having to do anything. Oops. The registry can tell the computer to run program B when you ask it to run program A, without even telling you that's what it's doing. Ooops. It can tell your browser to go to SomeRandomCriminalSite instead of Google or YourBank. Oooooops.
This is scary stuff. It should come as no surprise that most malicious software thesedays makes a bee-line for the registry, for example to tell Windows to start the malware running again when the system boots, even if you killed the malicious process using something like the Windows task manager before you shut the machine down. If you were savvy enough to remove the registry entry which restarts the malicious process at boot time, no worries. It just tells your browser to download another copy, run it and put the registry entry back in again, next time you visit Google. And so on and so on. Some of these things have literally dozens of ways of recovering from your attempts to get rid of them, and there are much more pernicious, insidious and downright nasty perversions of the registry.
Tools like MBAM (my previous post), HijackThis (789987's post above) and Ccleaner can amongst other things attempt to sanitize the registry, removing malicious or suspicious entries and probably truckloads of old cruft. As I've said, thee are whole forums devoted to this kind of thing so it would be a lot better to visit those to get a feel for how to use them
before you need them in earnest.
A word of caution: messing about with the registry without knowing what you're doing can cause your computer to become unusable. The tools mentioned here should not do things which would cause that, but they are powerful tools and accidents can't be ruled out, especially if you're careless. Help is available online if you do get in a mess but you might need to borrow a computer to get it. Don't be surprised if the computer's owner refuses to lend it to you when you tell him why you need it...