Yup, yup... If you have Windows XP download and run Microsoft Anti Spyware (Beta). To remove Kazaa related stuff you may want to try Kazaa Begone and Kazaa Spyware removal from here: http://www.majorgeeks.com/downloads31.html

You may also want to check add/remove programs to make sure nothing weird has been installed. Key owrds are toolbar and search and stuff like that