Microsoft Process Explorer shows you information about which handles and DLLs processes have opened or loaded. Also a good idea to establish a baseline prior to infection.
ProcessLibrary.com Uniblue’s free and comprehensive online library of processes is for everyone who needs to know the exact nature and purpose of every process that should, and should not, be running on their PC.
Trend Micro HijackThis is a free utility that generates an in depth report of registry and file settings from your computer.
Use http://www.windowsecurity.com/ for help deciphering the log.
Or you can submit the log file to http://www.hijackthis.de/ or http://hjt.networktechs.com/ for analysis.
A step beyond HiJackThis? X-RayPc Spyware Process Analyzer took the best aspects of the HJT concept and linked it up to the SpywareGuide Greynets Database. The result is something like a systems management tool with a built-in expert system.
Scan for Malware:
The Microsoft Baseline Security Analyzer provides a streamlined method of identifying common security misconfigurations.
Secunia provides security advisories and information about patches, and provides software for vulnerability management of hundreds of third-party applications.
a-squared Free – Scan your PC for infections of Trojans, Viruses, Spyware, Adware, Worms, Bots, Keyloggers and Dialers. Two Cleaning Scanners in one, Anti-Virus + Anti-Spyware.
The Microsoft Windows Malicious Software Removal Tool checks computers running Windows for infections by specific, prevalent malicious software—including Blaster, Sasser, and Mydoom—and helps remove any infection found.
Malwarebytes’ Anti-Malware can detect and remove malware that even the most well known anti-virus and anti-malware applications fail to detect.
SUPERAntiSpyware to Detect and Remove Spyware, Adware and Remove Malware, Trojans, Dialers, Worms, KeyLoggers, HiJackers, Parasites, Rootkits, Rogue Security Products and many other types of threats.
Free for home use, Avast Free Antivirus includes real time anti-rootkit protection.
Microsoft Security Essentials integrates nicely with Windows.
Michael Horowitz wrote a good 3 part series for eSecurity Planet, on this topic:
The Best Way to Remove Viruses, Spyware and other Malware (Part 1) May 19, 2009
How to Remove Malware: Booting from a CD (Part 2) June 16,2009
The Best Way to Remove Viruses and Malware: The Clean-Up (Part 3) July 20,2009