Had same thing on my pc a while back AVG found it with the resident scan,ran a full scan and it did clean it but it left nasty affects had to format,might not be like that with you have a look click here
The usual way is to reboot the computer and tap F8 as the computer boots up, but some computers have a different key to get into safe mode. The method given below is a little longer but more certain as it will work on all computers. From: click here
Windows 98/Me Windows 98/Me includes the System Configuration Utility. If you can start the computer normally into Windows, this is the easiest--and the recommended--way to restart the computer in Safe mode.
To configure the System Configuration Utility to start the computer in Safe mode:
Close all open programs. Click Start, and then click Run. The Run dialog box appears. Type 'msconfig' and then click OK.
The System Configuration Utility, Click "Advanced."
The Advanced Troubleshooting Settings dialog box appears. Check the 'Enable Startup Menu' box , and then click OK. Click OK again when the System Configuration Utility reappears.
You will be prompted to restart the computer. Click Yes. The computer will restart in Safe mode. (This can take several minutes.)
Note: When you are finished with all troubleshooting (in Safe mode) repeat these steps, but in step 5, uncheck "Enable Start-up Menu." Then close all programs and restart the computer as you normally would.
Just been reading reviews of Messenger Plus on Download.com and it looks like that's where I got this Trojan from. It seems very difficult to remove too. Will try Beeuuem's advice soon as I get home (with fingers crossed.) Beware of downloading this program, twenty one cases can't be a coincidence.