Since it appears that you have been advised that it is malware...get ready to spend about an hour...
1. shut off system restore before altering the registry > Start > Help... > Undo changes...System Restore > System Restore Settings > Turn off System Restore on all drives > If you are in unfamliar territory check this URL ... Windows XP System Restore Guide
2. delete all restore points...just by turning off System Restore all your restore points will be deleted or use the inboard Disk Cleanup tool and then select the more options tab...
3. apply your anti-malware progs following an update of each
4. scan your registry manually, for the offending item, if you do not have a prog that will do this for you [Registy First Aid is my first choice, but it is not free]...something like that...
5. delete all that you find...since you know it to be malware induced, there MAY not be a need to back up the registry, but do it anyway
6. set one or more malware progs to scan upon a reboot
7. set one or more file killers to delete certain files, that you can hopefully identify early in the process, upon reboot
8. be sure install disk is in the proper bay
9. do sfc /scannow
11. download the new TREND MicroSystems TREND HIJACKTHIS...more powerful then the old, and FREE...run it
12. repeat the above (1-9) as necessary