You might have the Blaster worm or it's variants.
Review these links for the solutions:
My computer started acting very strange a few days ago. The internet keeps shutting down a few minutes after I start it up. Also, most programs are running very slow now. When i try to run an anti- virus program, it just disappears off the screen in about 10 seconds. Also, now whenever I try to open any program this screen comes up, named "run on" and asks me to choose which account on the network I want to run the program on? Any suggestions?